LIBROS DEL AUTOR: osamu tsuchiya

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  • PRACTICAL APPROACH TO XVA, A
    OSAMU TSUCHIYA / TSUCHIYA OSAMU
    The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response to this, and to cope with regulatory demands for massively increased capital and other measures with funding cost, the pre-2008 concept of Credit Valuation Adjustment (CVA) has evolved into the far more complex hybrid Cr...
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    57,24 €