XVA of Financial Derivatives: CVA, DVA and FVA Explained

Name: XVA of Financial Derivatives: CVA, DVA and FVA Explained
Brand: Palgrave Macmillan
SKU: 9781137435835
Price: 32109 HUF
Availability: InStock

Szerző: Dongsheng Lu

Nyelv:

Kötés: Kemény kötésű

Kiadó: Palgrave Macmillan

Elérhetőség: Beszállítói készleten

Küldés 14-21 napon belül

32 109 Ft

This latest addition to the Financial Engineering Explained series focusses on the new standards for...

Információk a könyvről

Szerző

Dongsheng Lu

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2015

oldal

218

EAN

9781137435835

ISBN

1137435836

Enbook ID

09237996

Kiadó

Palgrave Macmillan

Súly

390

Méretek

234 x 158 x 20

Teljes leírás

This latest addition to the Financial Engineering Explained series focusses 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 practitioners with hands on experience in this field, it will provide a practical introduction to different valuation adjustment for derivative trading by first examining the various aspects of derivative trading business. The book then proceeds to explain what these adjustments (CVA, DVA, FVA) are and their impacts. Issues related modeling and implementation techniques will be discussed. The emphasis would be on giving a complete picture in a transparent manner, so that the reader can get a clear understanding of these practical valuation issues that are critical in pricing, trading and risk management of derivatives.

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XVA of Financial Derivatives: CVA, DVA and FVA Explained

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