The XVA of financial derivatives
Subtitle: CVA, DVA and FVA explained
By: Dongsheng Lu, Managing Director,BNY Mellon, USA
Series: Financial engineering explained
Publisher: Palgrave Macmillan
Published: 2015
Place of publication: New York
Language: eng
ISBN-13: 9781137435835
Subjects: Derivative securities
Table of contents: title: Introduction; title: Introduction to derivatives trading; title: Introduction to derivative trading; title: Legal and operations of derivative trading; title: Cva primer and credit default; title: FVA primer : derivatives pricing with funding; title: Other valuation adjustments; title: Modeling, calculation and system implementations; title: CVA and FVA modeling and implementations; title: CVA and fva risk management; title: Summary.