Name: XVA of Financial Derivatives: CVA, DVA and FVA Explained
Price: 48.00 EUR
Availability: InStock
Author: Dongsheng Lu
ISBN: 9781349953820

XVA of Financial Derivatives: CVA, DVA and FVA Explained von Dongsheng Lu

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Über XVA of Financial Derivatives: CVA, DVA and FVA Explained

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

Sprache:
Englisch

ISBN:
9781349953820

Verlag:
Palgrave MacMillan

Einband:
Taschenbuch

Seitenzahl:
218

Veröffentlicht:
31. März 2019

Ausgabe:
12016

Gewicht:
496 g.

48,00 € inkl. MwSt.
~~50,28 €~~ UVP

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Beschreibung von XVA of Financial Derivatives: CVA, DVA and FVA Explained

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

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XVA of Financial Derivatives: CVA, DVA and FVA Explained

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Beschreibung von XVA of Financial Derivatives: CVA, DVA and FVA Explained

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