Economy Theory and practice of the XVA model

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Economy
Hobbies and Trivia
/ Under the circumstances in which the financial crisis triggered major changes in derivatives trading practices, it became essential to consider counter-party risks in the pricing of interest rate derivatives. This book teaches the theory and practice of XVA (mainly CVA, plus DVA, FVA, etc.) from the basics. It is a must-read book for quantitative, trader, risk manager, consultant, and others who want to learn about XVA.