XVA Desks - A New Era for Risk Management - pr_262468

XVA Desks - A New Era for Risk Management

Understanding, Building and Managing Counterparty, Funding and Capital Risk

Hardback

$189.70

Or 4 payments of $47.42 with

delivery message Free delivery for orders over $49.99

Add to Wish List
Delivered in 10 - 14 days
Available for Click and Collect
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.

Product code: 9781137448194

ISBN 9781137448194
Dimensions (HxWxD in mm) H254xW178
Series Applied Quantitative Finance
No. Of Pages 407
Publisher Palgrave Macmillan
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.