Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users - Ivan Zelenko - Books - Springer International Publishing AG - 9783319579740 - July 28, 2017
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Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users 1st ed. 2017 edition

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Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.


165 pages, 41 Illustrations, black and white; XVII, 165 p. 41 illus.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 28, 2017
ISBN13 9783319579740
Publishers Springer International Publishing AG
Pages 165
Dimensions 220 × 156 × 15 mm   ·   368 g
Language German  

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