This latest addition to the Financial Engineering Explained series focusses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's – Credit, Funding and Debt value adjustments.
Written by practitioners with hands on experience in this field, it will provide a practical introduction to different valuation adjustment for derivative trading...
[PDF.la04] The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained) Rating: 4.92 (437 Votes)
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