Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk, PDF eBook

XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk PDF

Part of the Applied Quantitative Finance series

PDF

Download - Immediately Available
Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

Description

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry.

It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

Information

Other Formats

Save 14%

£109.50

£93.08

Download - Immediately Available
Add to Basket
Sign in to add to wishlist
 
Delivered to your inbox

to transfer to your device

eBook Help

Is this the right eBook for
my device? How do I download
this eBook? See help and FAQs pages

Information

Also in the Applied Quantitative Finance series  |  View all

Interest Rate Modelling in the...

£54.99

£46.74

Add to Basket

SABR and SABR LIBOR Market Models in...

£74.50

£63.33

Add to Basket

Discounting, LIBOR, CVA and Funding

£44.99

£38.24

Add to Basket

XVA Desks - A New Era for Risk...

£99.99

Add to Basket