The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Download or Read eBook The XVA of Financial Derivatives: CVA, DVA and FVA Explained PDF 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.
| Author | : Dongsheng Lu |
| Publisher | : Springer |
| Total Pages | : 228 |
| Release | : 2016-01-01 |
| ISBN-10 | : 9781137435842 |
| ISBN-13 | : 1137435844 |
| Rating | : 4/5 (42 Downloads) |
Book Synopsis The XVA of Financial Derivatives: CVA, DVA and FVA Explained by : Dongsheng Lu
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.
