The XVA of financial derivatives : CVA, DVA and FVA explained /: CVA, DVA and FVA explained. ([2015])

• Record Type: Book
• Other Titles: CVA, DVA and FVA explained
• Further Information: Note: Dongsheng Lu.
• Authors: Lu, Dongsheng
• Contents: Introduction -- 1. Overview of derivatives trading -- 2. Legal aspects and operations of derivative trading -- 3. CVA primer and credit default -- 4. FVA primer: derivatives pricing with funding -- 5. Other valuation adjustments -- 6. CVA and FVA modeling and implementations -- 7. CVA and FVA risk management.
• Publisher Details: Houndmills, Basingstoke, Hampshire New York, NY : Palgrave Macmillan
• Publication Date: 2015
• Copyright Date: 2015
• Extent: 1 online resource (218 pages)
• Subjects: 500; Finance; Derivative securities; Derivative securities; Business & Economics -- Banks & Banking; Business & Economics -- Investments & Securities; Banking; Finance; Investment & securities; Risk management; Banks and banking; Financial engineering; Investment banking; Securities; Business & Economics -- Insurance -- Risk Assessment & Management; Management & management techniques; Electronic books
• Languages: English
• ISBNs: 9781137435842; 1137435844
• Related ISBNs: 9781137435835; 1137435836
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.