Xva: Credit, Funding and Capital Valuation Adjustments
by Andrew Green
- New
- Hardcover
- Condition
- New
- ISBN 10
- 111855678X
- ISBN 13
- 9781118556788
- Seller
-
Southport, Merseyside, United Kingdom
10 Copies Available from This Seller
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About This Item
Hardback. New. This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.
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Details
- Bookseller
- The Saint Bookstore (GB)
- Bookseller's Inventory #
- B9781118556788
- Title
- Xva: Credit, Funding and Capital Valuation Adjustments
- Author
- Andrew Green
- Format/Binding
- Hardback
- Book Condition
- New
- Quantity Available
- 10
- Binding
- Hardcover
- ISBN 10
- 111855678X
- ISBN 13
- 9781118556788
- Publisher
- Wiley
- This edition first published
- 2015
Terms of Sale
The Saint Bookstore
Refunds or Returns: A full refund of the price paid will be given if returned within 30 days in undamaged condition. If the product is faulty, we may send a replacement.
About the Seller
The Saint Bookstore
Biblio member since 2018
Southport, Merseyside
About The Saint Bookstore
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Glossary
Some terminology that may be used in this description includes:
- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...