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

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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.

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Details

  • ISBN13 9781137435842
  • Released 2016
  • Publisher Palgrave Macmillan
  • Format Elektronisk medie
  • Language English