ENGLISH

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

By Dongsheng Lu (auth.)

Book information

Publisher
Palgrave Macmillan UK
Year
2015
ISBN
978-1-137-43583-5, 978-1-137-43584-2
DOI
10.1057/9781137435842
Language
english
Format
PDF
Filesize
2 MB (1690981 bytes)
Series
Financial Engineering Explained
Edition
1
Pages
XIII, 218\228
Time added
2016-03-14 21:35:01
generalScience

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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