Green Andrew
Green Andrew - Xva Credit Funding And Capital Valuation Adjustments - Hardcover
Green Andrew - Xva Credit Funding And Capital Valuation Adjustments - Hardcover
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Binding: Hardcover
Description: This new book seeks to navigate the reader through the complexities of CV a DV a and FV a. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FV a and OIS discounting. The book covers simple analytic models through to complex multi - asset class Monte Carlo engines.
Title: Xva Credit Funding And Capital Valuation Adjustments
Author(s): Green Andrew
Publisher: John Wiley & Sons Inc
Barcode: 9781118556788
Pages: 544 Pages
Publication Date: 12/24/2015
Series: The Wiley Finance Series
Category: Budgeting & Financial Management
Description: This new book seeks to navigate the reader through the complexities of CV a DV a and FV a. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FV a and OIS discounting. The book covers simple analytic models through to complex multi - asset class Monte Carlo engines.
Title: Xva Credit Funding And Capital Valuation Adjustments
Author(s): Green Andrew
Publisher: John Wiley & Sons Inc
Barcode: 9781118556788
Pages: 544 Pages
Publication Date: 12/24/2015
Series: The Wiley Finance Series
Category: Budgeting & Financial Management
