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About the book
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.
Book details
ISBN
9781118556788
Publisher
John Wiley & Sons Inc
Published year
2015
Language
Edition
1
Original title
Xva
Format
Hardcover
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