XVA Desks - A New Era for Risk Management
Av I. Ruiz, 2015.Del av serien Applied Quantitative Finance.
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.
Språk: Engelsk
XVA Desks - A New Era for Risk Management
Av I. Ruiz, 2015.Del av serien Applied Quantitative Finance.
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.
Språk: Engelsk
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