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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 Number | Location | Available |
|---|---|---|
| 332.6457 RUI x | PSB lt.1 - B. Penunjang | 1 |
| Penerbit | New York: Palgrave Macmillan 2015 |
|---|---|
| Edisi | - |
| Subjek | Risk management Capital Derivative securities Risks |
| ISBN/ISSN | 9781137448194 |
| Klasifikasi | NONE |
| Deskripsi Fisik | xxiii, 407 pages ; 26 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |