Description: XVA : Credit, Funding and Capital Valuation Adjustments, Hardcover by Green, Andrew, ISBN 111855678X, ISBN-13 9781118556788, Brand New, Free shipping in the US 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
Number of Pages: 544 Pages
Language: English
Publication Name: Xva : Credit, Funding and Capital Valuation Adjustments
Publisher: Wiley & Sons, Incorporated, John
Subject: Economic History, Finance / General, Investments & Securities / General
Publication Year: 2015
Item Height: 1.3 in
Item Weight: 37.7 Oz
Type: Textbook
Subject Area: Business & Economics
Author: Andrew Green
Item Length: 9.9 in
Series: The Wiley Finance Ser.
Item Width: 7 in
Format: Hardcover
