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The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained Dongsheng Lu Softcover reprint of the original 1st ed. 2016 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.
218 pages, XIII, 218 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 31, 2019 |
| ISBN13 | 9781349953820 |
| Publishers | Palgrave Macmillan |
| Pages | 218 |
| Dimensions | 150 × 220 × 10 mm · 408 g |
| Language | English |