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XVA Desks - A New Era for Risk Management

XVA Desks - A New Era for Risk Management

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781137448194
Condition
New
Product 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.

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