VU Boekhandel

XVA Credit, Funding and Capital Valuation Adjustments

Hoofdkenmerken

Auteur:	Green, Andrew
Titel:	XVA Credit, Funding and Capital Valuation Adjustments
Uitgever:	John Wiley & Sons Inc
ISBN:	9781118556788
ISBN boekversie:	9781118556764
Serie:	The Wiley Finance Series
Land van oorsprong:	United States
Prijs:	€ 87.57
Verschijningsdatum:	06-11-2015
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Budgeting & financial management
Dewey code:	658.155

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	544
Hoogte mm.:	180
Breedte mm.:	256
Dikte mm.:	35
Gewicht gr.:	1038

Inhoud:

This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.