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XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk - Applied Quantitative Finance (Hardback)
  • XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk - Applied Quantitative Finance (Hardback)
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XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk - Applied Quantitative Finance (Hardback)

(author)
£69.99
Hardback 407 Pages / Published: 28/04/2015
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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.

Publisher: Palgrave Macmillan
ISBN: 9781137448194
Number of pages: 407
Weight: 9513 g
Dimensions: 254 x 178 x 28 mm

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