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The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Posted By: interes
The XVA of Financial Derivatives: CVA, DVA and FVA Explained

The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained) by Dongsheng Lu
English | 2015 | ISBN: 1137435836 | 235 pages | PDF | 1,6 MB

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.