Xva of financial derivatives: cva, dva and fva explained, the
Auteur :
Lu, Dongsheng
Éditeur :
Palgrave Macmillan
ISBN :
9781349953820
Date de publication :
31 mars 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.