The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Name: The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Availability: InStock
Author: Dongsheng Lu
ISBN: 9781137327338

出版社

出版时间

2015-01-01

ISBN

9781137327338

评分

★★★★★

Part I Introduction to Derivatives Trading

1 Overview of Derivatives Trading

2 Legal Aspects and Operations of Derivatives Trading

Part II Exposition of Various Valuation Adjustments

3 CVA Primer and Credit Default