Dongsheng Lu: 1 book

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

by Dongsheng Lu
Language: English
Release Date: November 10, 2015

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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