£102.00

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

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Price History & Forecast

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Last 581 days • 581 data points (No recent data available)

Historical
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£102.00 £79.33 £84.28 £89.22 £94.17 £99.11 £104.06 11 June 2024 03 November 2024 28 March 2025 20 August 2025 12 January 2026

Price Distribution

Price distribution over 581 days • 10 price levels

Days at Price
Current Price
18 days 33 days 18 days 38 days 33 days 20 days 21 days 48 days 25 days 327 days · current 0 82 164 245 327 £81 £83 £85 £89 £94 £95 £97 £98 £100 £102 Days at Price

Price Analysis

Most common price: £102 (327 days, 56.3%)

Price range: £81 - £102

Price levels: 10 different prices over 581 days

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
Domain
Amazon UK
Release Date
31 March 2016
Listed Since
19 May 2016

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