XVA: Credit, Funding and Capital Valuation Adjustments - The Wiley Finance Series - Andrew Green - Books - John Wiley & Sons Inc - 9781118556788 - December 24, 2015
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XVA: Credit, Funding and Capital Valuation Adjustments - The Wiley Finance Series

Andrew Green

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XVA: Credit, Funding and Capital Valuation Adjustments - The Wiley Finance Series

This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.

416 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 24, 2015
ISBN13 9781118556788
Publishers John Wiley & Sons Inc
Pages 544
Dimensions 256 × 180 × 35 mm   ·   1.07 kg
Language English  
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