The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Dongsheng Lu
Palgrave Macmillan, 2019
31,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781349953820
- ISBN-10
- 1349953822
- Publisher
- Palgrave Macmillan
- Year
- 2019
- Publication date
- 2019-03-31
- Pages
- 218
- Dimensions
- 235x155x