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

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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書目詳細資料
主要作者: Lu, Dongsheng. (Author, http://id.loc.gov/vocabulary/relators/aut)
企業作者: SpringerLink (Online service)
格式: 電子 電子書
語言:English
出版: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015.
版:1st ed. 2015.
叢編:Financial Engineering Explained
主題:
在線閱讀:https://doi.org/10.1057/9781137435842
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