Udvidet returret til d. 31. januar 2025

XVA

- Credit, Funding and Capital Valuation Adjustments

Bag om XVA

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
  • Indbinding:
  • Hardback
  • Sideantal:
  • 544
  • Udgivet:
  • 6. november 2015
  • Størrelse:
  • 256x180x35 mm.
  • Vægt:
  • 1038 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 27. november 2024

Beskrivelse af XVA

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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