Credit, Funding and Capital Valuation Adjustments
by
Andrew Green
Language: English
Release Date: October 8, 2015
Thorough, accessible coverage of the key issues in XVA
XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA...