The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Language: en
Pages: 228

The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Authors: Dongsheng Lu
Categories: Business & Economics
Type: BOOK - Published: 2016-01-01 - Publisher: Springer

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This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management t
Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives
Language: en
Pages: 226

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

Authors: Donald J Smith
Categories: Business & Economics
Type: BOOK - Published: 2017-07-20 - Publisher: #N/A

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CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisi
The xVA Challenge
Language: en
Pages: 496

The xVA Challenge

Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons

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A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
XVA
Language: en
Pages: 548

XVA

Authors: Andrew Green
Categories: Business & Economics
Type: BOOK - Published: 2015-10-08 - Publisher: John Wiley & Sons

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Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike
A Practical Approach to Xva
Language: en
Pages: 250

A Practical Approach to Xva

Authors: Tsuchiya Osamu
Categories:
Type: BOOK - Published: 2019-06-30 - Publisher: World Scientific Publishing Company

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The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response