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Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users Ivan Zelenko 1st ed. 2017 edition
Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users
Ivan Zelenko
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 |