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XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk

211,18 
211,18 
2025-07-31 211.1800 InStock
Nemokamas pristatymas į paštomatus per 18-22 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

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.

Informacija

Autorius: I. Ruiz
Serija: Applied Quantitative Finance
Leidėjas: Palgrave Macmillan UK
Išleidimo metai: 2015
Knygos puslapių skaičius: 432
ISBN-10: 1137448199
ISBN-13: 9781137448194
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Risk assessment

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