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xVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)
xVA Credit Funding and Capital Valuation Adjustments - The Wiley Finance Series
Author: Andrew Green
Thorough, accessible coverage of the key issues in XVAXVA ? Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broa...  more »
ISBN-13: 9781118556788
ISBN-10: 111855678X
Publication Date: 5/4/2015
Pages: 416
Edition: 1
Rating:
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Publisher: Wiley
Book Type: Hardcover
Members Wishing: 0
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