The XVA of Financial Derivatives: CVA, DVA and FVA Explained
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Beschreibung
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.
Written by authors with hands on knowledge of researching, implementing and teaching in this area XVA is all anyone is talking about in the derivatives world As a topic, it is still being researched and developed, but implementation guidance is needed now A technical but succinct guide to the topic for traders, sales people, risk managers and structurers
Autor*in
Dongsheng Lu
Themen in »The XVA of Financial Derivatives: CVA, DVA and FVA Explained«
derivatives Hedging Rating Risk Management XVA banking investments and securities