Xva

Credit, Funding And Capital Valuation Adjustments

by Andrew Green
language: english
Publisher: JOHN WILEY & SONS INC, November of 2015 ‧
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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: 9781118556788
Publisher: JOHN WILEY & SONS INC
Release Date: November of 2015
Language: English
Cover: Hardcover
Pages: 544
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781118556788