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Credit Risk Management for Derivatives

- Post-Crisis Metrics for End-Users

About Credit Risk Management for Derivatives

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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  • Language:
  • English
  • ISBN:
  • 9783319579740
  • Binding:
  • Hardback
  • Pages:
  • 165
  • Published:
  • July 27, 2017
  • Edition:
  • 12017
  • Weight:
  • 3443 g.
Delivery: 2-3 weeks
Expected delivery: December 13, 2024

Description of Credit Risk Management for Derivatives

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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