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Lu, Dongsheng

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

Lu, Dongsheng - The XVA of Financial Derivatives: CVA, DVA and FVA Explained, e-bok

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ISBN: 9781137435842
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Table of contents

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

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

Författare
Utgivare
Springer
Utgivningsår
2015
Språk
en
Utgåva
1
Serie
Financial Engineering Explained
Sidantal
231 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9781137435842
Tryckt ISBN
978-1-137-43583-5

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