Name: The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin
Brand: martinafruit.com
SKU: 44179335888
Price: 252.75 USD
Availability: InStock
Rating: 4.0945 (20 reviews)

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

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The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial MarginA thoroughly updated and expanded edition of the xVA challengeThe period since the global financial crisis has seen a major re appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ('xVAs'). The quantification of xVA is now seen as fundamental to derivatives pricing and valuation. The xVA topic has been complicated and further broadened by accounting standards and regulation. All users of derivatives need to have

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