The XVA of financial derivatives: CVA, DVA and FVA explained

Dongsheng Lu, Managing Director,BNY Mellon, USA

Introduction -- Introduction to derivatives trading -- Introduction to derivative trading -- Legal and operations of derivative trading -- Cva primer and credit default -- FVA primer : derivatives pricing with funding -- Other valuation adjustments -- Modeling, calculation and system implementations -- CVA and FVA modeling and implementations -- CVA and fva risk management -- Summary

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Year of publication:	2016
Authors:	Lu, Dongsheng
Publisher:	Basingstoke, Hampshire [u.a.] : Palgrave Macmillan
Subject:	Derivat \| Derivative \| Zinsderivat \| Interest rate derivative \| Derivat <Wertpapier> \| Bewertung
Description of contents:	Table of Contents [gbv.de]

Extent:	XIII, 218 S. graph. Darst.
Series:	Financial engineering explained
Type of publication:	Book / Working Paper
Language:	English
Notes:	IntroductionIntroduction to derivatives trading -- Introduction to derivative trading -- Legal and operations of derivative trading -- Cva primer and credit default -- FVA primer : derivatives pricing with funding -- Other valuation adjustments -- Modeling, calculation and system implementations -- CVA and FVA modeling and implementations -- CVA and fva risk management -- Summary.
ISBN:	978-1-137-43583-5
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011397208