书目名称 | XVA Desks - A New Era for Risk Management |
副标题 | Understanding, Build |
编辑 | Ignacio Ruiz |
视频video | |
丛书名称 | Applied Quantitative Finance |
描述 | 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. |
出版日期 | Book 2015 |
关键词 | banking; Banking Industry; capital market; Credit Risk; Credit Risk Management; derivatives; Risk Manageme |
版次 | 1 |
doi | https://doi.org/10.1057/9781137448200 |
isbn_ebook | 978-1-137-44820-0Series ISSN 2947-700X Series E-ISSN 2947-7018 |
issn_series | 2947-700X |
copyright | The Editor(s) (if applicable) and The Author(s) 2015 |