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XVA Desks - A New Era for Risk Management

- Understanding, Building and Managing Counterparty, Funding and Capital Risk

af I. Ruiz

indgår i Applied Quantitative Finance serien

XVA Desks - A New Era for Risk Management af I. Ruiz
Bag om XVA Desks - A New Era for Risk Management

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137448194
  • Indbinding:
  • Hardback
  • Sideantal:
  • 407
  • Udgivet:
  • 28. April 2015
  • Størrelse:
  • 255x200x29 mm.
  • Vægt:
  • 988 g.
  • 2-3 uger.
  • 9. Oktober 2024

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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.

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