The XVA of Financial Derivatives: CVA, DVA and FVA Explained [electronic resource] / by Dongsheng Lu.

By:

Lu, Dongsheng [author.]

Contributor(s):

SpringerLink (Online service)

Series: Financial Engineering ExplainedPublisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015Description: 240 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781137435842

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

658.155 23

LOC classification:

HD61

Online resources:

Click here to access online

In: Springer eBooksSummary: 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.

Item type:

eBooks

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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.