XVA
Credit, Funding and Capital Valuation Adjustments
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.
Specificaties
| ISBN/EAN | 9781118556788 |
| Auteur | Green, Andrew |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 544 |
| Lengte | |
| Breedte |