Landmarks in XVA

Chris Kenyon Andrew Green (Herausgeber)

Buch | Softcover

2016
Risk Books (Verlag)
978-1-78272-255-7 (ISBN)

Infos

Derivatives valuation has never been more complex with the impact of capital and collateral requirements as well the challenge of funding and debt optimisation. While confident steps have been taken towards the final design and implementation of the XVA desk, the interaction of valuation adjustments remains incredibly complex.

Produkt-Details

• Erscheinungsdatum: 24.07.2017
• Verlagsort: London
• Sprache: englisch
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Allgemeines / Lexika
• ISBN-10: 1-78272-255-6 / 1782722556
• ISBN-13: 978-1-78272-255-7 / 9781782722557
• Zustand: Neuware