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  5. XVA Desks - A New Era for Risk Management

XVA Desks - A New Era for Risk Management

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

av I. Ruiz

del av Applied Quantitative Finance-serien

XVA Desks - A New Era for Risk Management av I. Ruiz
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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  • Språk:
  • Engelska
  • ISBN:
  • 9781137448194
  • Format:
  • Inbunden
  • Sidor:
  • 407
  • Utgiven:
  • 28. april 2015
  • Mått:
  • 255x200x29 mm.
  • Vikt:
  • 988 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 28. januari 2025

Om I. Ruiz

Se alla böcker av I. Ruiz

Beskrivning av 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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