The XVA of Financial Derivatives: CVA, DVA and FVA Explained

By Dongsheng Lu

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 1137435836
• ISBN13: 9781137435835
• Release Date: November 2015
• Publisher: Palgrave MacMillan
• Length: 218 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.7" x 6.1" x 9.1"