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The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Language: en
Pages: 228
Authors: Dongsheng Lu
Categories: Business & Economics
Type: BOOK - Published: 2016-01-01 - Publisher: Springer

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This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management t
Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives
Language: en
Pages: 226
Authors: Donald J Smith
Categories: Business & Economics
Type: BOOK - Published: 2017-07-20 - Publisher: #N/A

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CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisi
XVA
Language: en
Pages: 548
Authors: Andrew Green
Categories: Business & Economics
Type: BOOK - Published: 2015-10-08 - Publisher: John Wiley & Sons

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Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike
The xVA Challenge
Language: en
Pages: 496
Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons

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A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
Counterparty Credit Risk, Collateral and Funding
Language: en
Pages: 464
Authors: Damiano Brigo
Categories: Business & Economics
Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

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The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener