XVA: Credit, Funding and Capital Valuation Adjustments - The Wiley Finance Series - Andrew Green - Books - John Wiley & Sons Inc - 9781118556788 - December 24, 2015
In case cover and title do not match, the title is correct

Andrew Green
XVA: Credit, Funding and Capital Valuation Adjustments - The Wiley Finance Series

Price
$ 100.99
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping May 27 - Jun 8

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.

416 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 24, 2015
ISBN13 9781118556788
Publishers John Wiley & Sons Inc
Pages 544
Dimensions 256 × 180 × 35 mm   ·   1.07 kg
Language English  

More by Andrew Green

Show all

Mere med samme udgiver

See all of Andrew Green ( e.g. Paperback Book , Hardcover Book , Book , CD and MDVD )