This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
- | Author: Dongsheng Lu
- | Publisher: Springer
- | Publication Date: Nov 10, 2015
- | Number of Pages: 231 pages
- | Language: English
- | Binding: Hardcover
- | ISBN-10: 1137435836
- | ISBN-13: 9781137435835