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Credit Risk Management For Derivatives

Post-Crisis Metrics For End-Users

by Ivan Zelenko
language: english
Publisher: Springer International Publishing AG, July of 2017 ‧
67,58€
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Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.

Credit Risk Management For Derivatives

Post-Crisis Metrics For End-Users

by Ivan Zelenko

Property Description
ISBN: 9783319579740
Publisher: Springer International Publishing AG
Release Date: July of 2017
Language: English
Dimensions: 148 x 210 x 20 mm
Cover: Hardcover
Pages: 165
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783319579740