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

551,00 DKK
Printed on demand. Please note: expected time of delivery can be longer than usual, 3-5 weeks.

Product description

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.

Details

  • ISBN13 9781137435835
  • Pages 218
  • Released 2015
  • Publisher Palgrave Macmillan
  • Format Hardback