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© 2026 Bookis AS

English

Xva

Hardcover • 2015 • 1. edition

Xva

By Andrew Green

0 Ratings • 0.0 of 5

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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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0 Ratings • 0.0 of 5

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