Description: XVA : Credit, Funding and Capital Valuation Adjustments, Hardcover by Green, Andrew, ISBN 111855678X, ISBN-13 9781118556788, Like New Used, Free P&P in the UK 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. Th covers simple analytic models through to complex multi-asset class Monte Carlo engines.
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Book Title: XVA : Credit, Funding and Capital Valuation Adjustments
Item Height: 249 mm
Item Width: 176 mm
Series: The Wiley Finance Series
Author: Andrew Green
Publication Name: Xva: Credit, Funding and Capital Valuation Adjustments
Format: Hardcover
Language: English
Publisher: John Wiley & Sons INC International Concepts
Subject: Finance, Management
Publication Year: 2015
Type: Textbook
Item Weight: 1070 g
Number of Pages: 536 Pages
