Lu, Dongsheng
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
Avainsanat: Finance, Risk Management, Banking, Financial Engineering, Investments and Securities
- Tekijä(t)
- Lu, Dongsheng
- Julkaisija
- Springer
- Julkaisuvuosi
- 2015
- Kieli
- en
- Painos
- 1
- Sarja
- Financial Engineering Explained
- Sivumäärä
- 231 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781137435842
- Painetun ISBN
- 978-1-137-43583-5