Name: XVA
Price: 932.95 DKK
Availability: InStock
Author: Andrew Green
ISBN: 9781118556788

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Hardback
8-11 hverdage
932,95 kr.

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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.

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Sprog:
Engelsk

ISBN:
9781118556788

Forlag:
John Wiley & Sons Inc

Indbinding:
Hardback

Sideantal:
544

Udgivet:
6. november 2015

Størrelse:
256x180x35 mm.

Vægt:
1038 g.

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Leveringstid: 8-11 hverdage

Forventet levering: 5. december 2024

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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.

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