Credit Risk Management for Derivatives

Credit Risk Management for Derivatives

Autor
An publicare
2017
Nr. Pagini
165
ISBN
9783319579740
Categorii

Descriere

Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.

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