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The XVA of Financial Derivatives: CVA, DVA and FVA Explained
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The XVA of Financial Derivatives: CVA, DVA and FVA Explained
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The XVA of Financial Derivatives: CVA, DVA and FVA ExplainedThis 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. Publication Year: 2015 Imprint: Palgrave Macmillan UK Format: P Weight (Gram): 496
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The XVA of Financial Derivatives: CVA, DVA and FVA Explained
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