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

1. Introduction
Dongsheng Lu

I. Introduction to Derivatives Trading

2. Overview of Derivatives Trading
Dongsheng Lu

3. Legal Aspects and Operations of Derivatives Trading
Dongsheng Lu

II. Exposition of Various Valuation Adjustments

4. CVA Primer and Credit Default
Dongsheng Lu

5. FVA Primer: Derivatives Pricing with Funding
Dongsheng Lu

6. Other Valuation Adjustments
Dongsheng Lu

III. XVA Modeling and Implementation

7. CVA and FVA Modeling and Implementation
Dongsheng Lu

IV. XVA Risk Management and Hedging

8. CVA and FVA Risk Management
Dongsheng Lu

Keywords: Finance, Risk Management, Banking, Financial Engineering, Investments and Securities