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Xva eBook

Credit, Funding And Capital Valuation Adjustments

by Andrew Green
language: english
Publisher: WILEY, October of 2015 ‧
87,45€
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Ebook for ADE
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.

Xva

Credit, Funding And Capital Valuation Adjustments

by Andrew Green

Property Description
ISBN: 9781118556757
Publisher: WILEY
Release Date: October of 2015
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: The Wiley Finance Series
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781118556757

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