Authors:
- Written by authors with hands on knowledge of researching, implementing and teaching in this area
- XVA is all anyone is talking about in the derivatives world
- As a topic, it is still being researched and developed, but implementation guidance is needed now
- A technical but succinct guide to the topic for traders, sales people, risk managers and structurers
Part of the book series: Financial Engineering Explained (FEX)
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Table of contents (8 chapters)
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Front Matter
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Introduction
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Introduction to Derivatives Trading
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Front Matter
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Exposition of Various Valuation Adjustments
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Front Matter
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XVA Modeling and Implementation
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Front Matter
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XVA Risk Management and Hedging
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Front Matter
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Back Matter
About this book
About the author
Bibliographic Information
Book Title: The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Authors: Dongsheng Lu
Series Title: Financial Engineering Explained
DOI: https://doi.org/10.1057/9781137435842
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Dongsheng Lu 2015
Hardcover ISBN: 978-1-137-43583-5Published: 10 November 2015
Softcover ISBN: 978-1-349-95382-0Published: 31 March 2019
eBook ISBN: 978-1-137-43584-2Published: 01 January 2016
Edition Number: 1
Number of Pages: XIII, 218
Topics: Risk Management, Banking, Financial Engineering, Investments and Securities