Lu, Dongsheng. The XVA of Financial Derivatives: CVA, DVA and FVA Explained. Palgrave Macmillan UK, 2019.
eng

Dongsheng Lu

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

  • Palgrave Macmillan UK
  • 2019
  • Taschenbuch
  • 236 Seiten
  • ISBN 9781349953820

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

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