| Xva Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk 2015 Edition Contributor(s): Ruiz, I. (Author) |
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ISBN: 1137448199 ISBN-13: 9781137448194 Publisher: Palgrave MacMillan OUR PRICE: $123.49 Product Type: Hardcover - Other Formats Published: April 2015 |
| Additional Information |
| BISAC Categories: - Business & Economics | Banks & Banking - Business & Economics | Insurance - Risk Assessment & Management - Business & Economics | Finance - Financial Engineering |
| Dewey: 332.645 |
| Series: Applied Quantitative Finance |
| Physical Information: 1.3" H x 7.6" W x 9.8" (2.25 lbs) 407 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |