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XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk / by I. Ruiz
(Applied Quantitative Finance. ISSN:29477018)

Publisher (London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan)
Year 2015
Edition 1st ed. 2015.
Authors *Ruiz, I author
SpringerLink (Online service)

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OB00197539 Springer eBooks Economics and Finance (電子ブック) 9781137448200

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Material Type E-Book
Media type 機械可読データファイル
Size XXIII, 407 p : online resource
Notes 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
HTTP:URL=https://doi.org/10.1057/9781137448200
Subjects LCSH:Financial risk management
LCSH:Financial services industry
LCSH:Financial engineering
FREE:Risk Management
FREE:Financial Services
FREE:Financial Engineering
Classification LCC:HD61
DC23:658.155
ID 8000096542
ISBN 9781137448200

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