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Cva - credit and funding valuation adjustment /

This newbook seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset cla...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Green, Anew
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, 2013.
Temas:
Acceso en línea:Texto completo

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