ePub XVA Desks: a New Era for Risk Management ePub

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Title
ISBN
Author
PublisherPalgrave MacMillan
GanreLinguistics
Release date 28.04.2015
Pages count407
File size7.1 Mb
eBook formateBook, (torrent)En
Book rating4.2 (2 votes)
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Book overview

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.


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