The XVA of Financial Derivatives

CVA, DVA and FVA Explained

Ranked #99 in Risk Management

This latest addition to the Financial Engineering Explained series focusses 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.

Written by practitioners with hands on experience in this field, it will provide a practical introduction to different valuation adjustment for derivative trading by first examining the various aspects of derivative trading business. The book then proceeds to explain what these adjustments (CVA, DVA, FVA) are and their impacts....

Similar Books

If you like The XVA of Financial Derivatives, check out these similar top-rated books:

Learn: What makes Shortform summaries the best in the world?