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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| 主要作者: | Lu, Dongsheng. (Author, http://id.loc.gov/vocabulary/relators/aut) |
|---|---|
| 企业作者: | SpringerLink (Online service) |
| 格式: | 电子 电子书 |
| 语言: | English |
| 出版: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2015.
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| 版: | 1st ed. 2015. |
| 丛编: | Financial Engineering Explained
|
| 主题: | |
| 在线阅读: | https://doi.org/10.1057/9781137435842 |
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