The XVA of Financial Derivatives: CVA, DVA and FVA Explained

  • Authors
  • Dongsheng¬†Lu

Part of the Financial Engineering Explained book series (FEX)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Introduction

    1. Dongsheng Lu
      Pages 1-2
  3. Introduction to Derivatives Trading

    1. Front Matter
      Pages 3-3
    2. Dongsheng Lu
      Pages 5-21
  4. Exposition of Various Valuation Adjustments

    1. Front Matter
      Pages 31-33
    2. Dongsheng Lu
      Pages 34-51
    3. Dongsheng Lu
      Pages 121-137
  5. XVA Modeling and Implementation

    1. Front Matter
      Pages 139-139
    2. Dongsheng Lu
      Pages 141-181
  6. XVA Risk Management and Hedging

    1. Front Matter
      Pages 183-183
    2. Dongsheng Lu
      Pages 185-206
  7. Back Matter
    Pages 207-218

About this book

Introduction

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

Keywords

derivatives Hedging Rating Risk Management XVA

Bibliographic information

  • DOI https://doi.org/10.1057/9781137435842
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2015
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Economics and Finance
  • Print ISBN 978-1-137-43583-5
  • Online ISBN 978-1-137-43584-2
  • About this book