Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users - Ivan Zelenko - Books - Springer International Publishing AG - 9783319862934 - August 2, 2018
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Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users Softcover reprint of the original 1st ed. 2017 edition


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Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.


165 pages, 41 Illustrations, black and white; XVII, 165 p. 41 illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 2, 2018
ISBN13 9783319862934
Publishers Springer International Publishing AG
Pages 165
Dimensions 150 × 220 × 10 mm   ·   65.54 kg

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