The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Hardcover, 1st ed. 2015)


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.

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Product Description

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.

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Product Details

General

Imprint

Palgrave Macmillan

Country of origin

United Kingdom

Series

Financial Engineering Explained

Release date

December 2015

Availability

Expected to ship within 10 - 15 working days

First published

2015

Authors

Dimensions

235 x 158 x 15mm (L x W x T)

Format

Hardcover

Pages

218

Edition

1st ed. 2015

ISBN-13

978-1-137-43583-5

Barcode

9781137435835

Categories

LSN

1-137-43583-6



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