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XVA Desks - A New Era for Risk Manag...
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XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
XVA Desks - A New Era for Risk Management/ by I. Ruiz.
其他題名:
Understanding, Building and Managing Counterparty, Funding and Capital Risk /
作者:
Ruiz, I.
面頁冊數:
XXIII, 407 p.online resource. :
Contained By:
Springer Nature eBook
標題:
Risk management. -
電子資源:
https://doi.org/10.1057/9781137448200
ISBN:
9781137448200
XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
Ruiz, I.
XVA Desks - A New Era for Risk Management
Understanding, Building and Managing Counterparty, Funding and Capital Risk /[electronic resource] :by I. Ruiz. - 1st ed. 2015. - XXIII, 407 p.online resource. - Applied Quantitative Finance. - Applied Quantitative Finance.
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.
ISBN: 9781137448200
Standard No.: 10.1057/9781137448200doiSubjects--Topical Terms:
559158
Risk management.
LC Class. No.: HD61
Dewey Class. No.: 658.155
XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
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