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The XVA of Financial Derivatives: CVA, DVA and FVA Explained

The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781137435835
Condition
New
Product Description

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

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