Landmarks in XVA : from counterparty risk to funding costs and capital

edited by Chris Kenyon and Andrew Green

Intuition -- The FVA debate -- Theory: collateralized valuation : discounting from OIS to CSA -- Theory: uncollateralised valuation : CVA, FVA -- Theory: beyond the CSA : KVA, MVA -- Computation -- Accounting -- Looking forward -- Annotated bibliography

MoreLess

Year of publication:	[2016]
Other Persons:	Kenyon, Chris (ed.) ; Green, Andrew (ed.)
Publisher:	London : Risk Books
Subject:	Derivat \| Derivative \| Hedging \| Finanzanalyse \| Financial analysis \| Kapitalkosten \| Cost of capital \| Finanzrisiko \| Financial risk
Description of contents:	Table of Contents [gbv.de]

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	xlviii, 640 pages illustrations 24 cm
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Includes bibliographical references and index Enthält 37 Beiträge
ISBN:	978-1-78272-255-7 ; 1-78272-255-6
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011783121