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
Forlag
Palgrave Macmillan
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.