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 Explained: Publisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015Description: 240 p. online resource.ISBN: 9781137435835.Subject(s): Finance | Banks and banking | Investment banking | Securities | Risk management | Financial engineering | Finance | Risk Management | Banking | Financial Engineering | Investments and SecuritiesGenre/Form: Print books. 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.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG6024 .L8 2015 (Browse shelf) | Available | AU00000000011224 |
Total holds: 0
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.