(Ebook pdf) The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)






#1925910 in eBooks 2015-11-10 2015-11-10File Name: B01848CO3A

3 of 5 people found the following review helpful. This book provides a good introduction to the topicBy CustomerThis book provides a good introduction to the topic, but leaves much to be desired. Firstly, the proof readers didn't catch a lot of the spelling mistakes, grammar erros and typos, which really impedes reading. Secondly, the author seems to have a taste for unnecessarily complex formulas, which make even the simplest concepts like CVA sometimes a bit opaque. On the positive side, theFrom the Back Cover'Dongsheng's book comes not a minute too soon. He manages to cut through all the complexity without losing any of the important details along the way. Essential for anyone interested in modern derivatives valuation.'nbsp; - Robert Smith, Managing Director, Head of XVA, Banco SantThis latest addition to the Financial Engineering Explained series focusses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's ndash; Credit, Funding and Debt value adjustments.Written by practitioners with hands on experience in this field, it will provide a practical introduction to different valuation adjustment for derivative trading by first examining the various aspects of derivative trading business. Th...


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You easily download any file type for your device.The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)   |  Dongsheng Lu.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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