Price loading...

Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital

Reference

Price data last checked 103 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

The new challenges of FVA, DVA and CVA means that trading behaviour and the nature of trades need to be adapted to these valuation adjustments. Editors Chris Kenyon and Andrew Green gather together classic papers on these controversial pricing adjustments, from the seminal work by Hull and White on FVA to the latest developments with MVA and pricing, empowering you to become familiar with the evolving debate. These perennial pieces are placed beside newer work on regulation and accounting, providing access to the most traditional and the most cutting-edge work in this area in one volume.

Product Specifications

Format: paperback
ASIN: 1782722556
Category: Books > Subjects > Reference
Domain: Amazon UK
Release Date: 31 March 2016
Listed Since: 19 May 2016

Barcode

No barcode data available

Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition

XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk (Applied Quantitative Finance)

Practical Approach To Xva, A: The Evolution Of Derivatives Valuation After The Financial Crisis

Margin in Derivatives Trading

Derivative Pricing and Credit Exposures Modelling: Python Prototype of XVA for Practitioners (2.0)

Counterparty Risk Management - Measurement, Pricing and Regulation

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

Modern Computational Finance: Scripting for Derivatives and xVA

International Capital Markets: Law And Institutions

Market Risk Analysis: Quantitative Methods in Finance, Practical Financial Econometrics, Pricing, Hedging and Trading Financial Instruments, Value-at-Risk Models

Computational Techniques in Economics & Finance - Nova Science

Market Tremors: Quantifying Structural Risks in Modern Financial Markets

Financial Services: Efficiency and Risk Management (Studies in Financial Optimization and Risk Management)

Credit Risk Management: Pricing, Measurement, and Modeling

Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory

Legal and Conduct Risk in the Financial Markets

INTERNATIONAL CAPITAL MARKETS: LAW & INSTITUTIONS

Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory

Traders: Risks, Decisions, and Management in Financial Markets

The Law of Financial Advice, Investment Management, and Trading

High-frequency Trading

Model Risk In Financial Markets: From Financial Engineering To Risk Management

Handbook of Financial Data and Risk Information I: Volume 1: Principles and Context