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XVA desks - a new era for risk management : understanding, building and managing counterparty, funding and capital risk

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

Ketersediaan

Call NumberLocationAvailable
332.6457 RUI xPSB lt.1 - B. Penunjang1
Penerbit New York Palgrave Macmillan.,
Edisi -
Subjek Risk management
Capital
Derivative securities
Risks
ISBN/ISSN 9781137448194
Klasifikasi NONE
Deskripsi Fisik xxiii, 407 pages ; 26 cm
Info Detail Spesifik -
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