XVA of Financial Derivatives: CVA, DVA and FVA Explained

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

Aceasta ultima adaugire la seria Inginerie financiara explicata se concentreaza pe noile standarde de evaluare a instrumentelor financiare derivate, si anume, stabilirea preturilor si gestionarea riscurilor, luand in considerare riscul de contrapartida, precum si ajustarile valorii de credit, finantare si datorie a XVA.