[PDF.24oh] XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

[PDF.da38] XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

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 | #1372368 in eBooks |  2015-10-08 |  2015-10-08 | File type: PDF

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||7 of 7 people found the following review helpful.| A decent summary of the state-of-the-art as long as you know the material already.|By selftaught|This book is a decent summary of XVA. As is often the case with finance books, the mathematics are only superficially rigourous. Some symbols are introduced without being defined eg equation 3.9, there are enormous jumps eg. equation 3.11 to 3.12. In all the book feels like a summar|From the Inside Flap||The increased regulatory capital requirements introduced through Basel III have put highly critical focus on valuation and pricing of derivative contracts. XVA: Credit, Funding and Capital Valuation Adjustments provides detailed desc

Thorough, accessible coverage of the key issues in XVA

XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you throug...

You easily download any file type for your device.XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)   |  Andrew Green. A good, fresh read, highly recommended.

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