XVA Desks - A New Era for Risk Management (e-bog) af Ruiz, I.
Ruiz, I. (forfatter)

XVA Desks - A New Era for Risk Management e-bog

948,41 DKK (inkl. moms 1185,51 DKK)
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.
E-bog 948,41 DKK
Forfattere Ruiz, I. (forfatter)
Udgivet 27 april 2015
Genrer GPQD
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781137448200
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.