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Xva Desks - A New Era For Risk Management

Understanding, Building And Managing Counterparty, Funding And Capital Risk

by I. Ruiz
language: english
Publisher: Palgrave Macmillan, April of 2015 ‧
148,70€
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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.

Xva Desks - A New Era For Risk Management

Understanding, Building And Managing Counterparty, Funding And Capital Risk

by I. Ruiz

Property Description
ISBN: 9781137448194
Publisher: Palgrave Macmillan
Release Date: April of 2015
Language: English
Dimensions: 159 x 240 x 20 mm
Cover: Hardcover
Pages: 407
Format: Book
Collection: Applied Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781137448194

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