XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk
by
I. Ruiz
Book Details
Format
Hardback or Cased Book
Book Series
Applied Quantitative Finance
ISBN-10
1137448199
ISBN-13
9781137448194
Publisher
Palgrave Macmillan
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 28th, 2015
Print length
407 Pages
Weight
988 grams
Dimensions
20.00 x 25.50 x 2.90 cms
Ksh 19,800.00
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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.
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.
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