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CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by
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CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by
schovat popis
- Nakladatel: World Scientific Publishing Co Pte Ltd
- Kód:
- Rok vydání: 2018
- Jazyk: Angličtina
- Vazba: Gebunden
- Počet stran: 256
- Šířka balení: 23.5 cm
- Výška balení: 16 cm
- Hloubka balení: 2.4 cm
- Váha balení: 600 g
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