Articles liés à XVA Desks - A New Era for Risk Management: Understanding,...
XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk - Couverture souple
Livre 5 sur 14: Applied Quantitative Finance
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.