Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users
(Bog, Hardback, Engelsk)
Beskrivelse
Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.
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Alle detaljer
| Forlag | Springer International Publishing AG |
| Forfatter | Ivan Zelenko |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 1st ed. 2017 |
| Udgivelsesdato | 28-07-2017 |
| Første udgivelsesår | 2017 |
| Illustrationer | 41 Illustrations, black and white |
| Originalsprog | Switzerland |
| Sideantal | 165 |
| Indbinding | Hardback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 165 pages, 41 Illustrations, black and white |
| Mål | 156 x 220 x 15 |
| ISBN-13 / EAN-13 | 9783319579740 |