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

The XVA of Financial Derivatives: CVA, DVA and FVA Explained
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Publisher : Springer
Total Pages : 228
Release :
ISBN-10 : 9781137435842
ISBN-13 : 1137435844
Rating : 4/5 (844 Downloads)
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Book Synopsis The XVA of Financial Derivatives: CVA, DVA and FVA Explained by : Dongsheng Lu

Download or read book The XVA of Financial Derivatives: CVA, DVA and FVA Explained written by Dongsheng Lu and published by Springer. This book was released on 2016-01-01 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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