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

Financial Engineering Explained

By (author) Dongsheng Lu
Format: Hardback
Publisher: Palgrave Macmillan, Basingstoke, United Kingdom
Published: 10th Nov 2015
Dimensions: w 151mm h 226mm d 14mm
Weight: 380g
ISBN-10: 1137435836
ISBN-13: 9781137435835
Barcode No: 9781137435835
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Synopsis
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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