Credit risk management for derivatives: post-crisis metrics for end-users
Auteur :
Zelenko, Ivan
Éditeur :
Springer International Publishing AG
ISBN :
9783319579740
Date de publication :
28 juil. 2017
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.