Credit Risk Management for Derivatives
Ivan Zelenko
Springer International Publishing AG, 2017
73,25 €On orderDelivery: 2-3 weeks
Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.
- ISBN-13
- 9783319579740
- ISBN-10
- 3319579746
- Publisher
- Springer International Publishing AG
- Year
- 2017
- Publication date
- 2017-07-28
- Pages
- 165
- Dimensions
- 156x220x15
- Weight
- 368