Read The XVA of Financial Derivatives CVA DVA and FVA Explained (Financial Engineering Explained)
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Book Details :
Published on: 2015-12-09
Released on: 2015-12-09
Original language: English
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. The Thalesians Images from Thalesians events from around the world over the past 6 years. The Thalesians are a think tank of dedicated professionals with an interest in quantitative ...
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