XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Count... (Bog, Hardback, Engelsk) af I. Ruiz

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

(Bog, Hardback, Engelsk)
Forfatter: I. Ruiz



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Beskrivelse

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.

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Alle detaljer

Forlag Palgrave Macmillan
Forfatter I. Ruiz
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 28-04-2015
Første udgivelsesår 2015
Serie Applied Quantitative Finance
Illustrationer XXIII, 407 p.
Originalsprog United Kingdom
Sideantal 407
Indbinding Hardback
Forlag Palgrave Macmillan
Sideoplysninger 407 pages, XXIII, 407 p.
Mål 200 x 255 x 29
ISBN-13 / EAN-13 9781137448194