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The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained Dongsheng Lu 1st ed. 2015 edition
The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained
Dongsheng Lu
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.
240 pages, 19 black & white tables, 64 figures
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 10, 2015 |
| ISBN13 | 9781137435835 |
| Publishers | Palgrave Macmillan |
| Pages | 218 |
| Dimensions | 234 × 158 × 20 mm · 408 g |