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The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)

Dongsheng Lu




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 | #1905015 in eBooks |  2015-11-10 |  2015-11-10 | File type: PDF

||3 of 5 people found the following review helpful.| This book provides a good introduction to the topic|By Customer|This book provides a good introduction to the topic, but leaves much to be desired. Firstly, the proof readers didn't catch a lot of the spelling mistakes, grammar erros and typos, which really impedes reading. Secondly, the author seems to have a taste for unnecessarily complex formulas, which make even the simpl|From the Back Cover|'Dongsheng's book comes not a minute too soon. He manages to cut through all the complexity without losing any of the important details along the way. Essential for anyone interested in modern derivatives valuation.'  - Robert Smit

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 ...

You easily download any file type for your device.The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)   |  Dongsheng Lu. A good, fresh read, highly recommended.

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