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- Binding:
- Hardback
- Pages:
- 544
- Published:
- November 5, 2015
- Dimensions:
- 256x180x35 mm.
- Weight:
- 1038 g.
Delivery:
2-4 weeks
Expected delivery: December 18, 2024
Description of XVA
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.
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