The xVA challenge : counterparty credit risk, funding, collateral, and capital /
Gregory, Jon, 1971-
The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory. - Third edition. - 1 online resource (551 pages) : illustrations. - Wiley Finance Series . - Wiley finance series. .
Includes bibliographical references and index.
9781119109426 9781119109433 9781119109440
Derivative securities--Mathematical models.
Risk management.
Electronic books.
HG6024.A3 / .G74 2015
332.64/57
The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory. - Third edition. - 1 online resource (551 pages) : illustrations. - Wiley Finance Series . - Wiley finance series. .
Includes bibliographical references and index.
9781119109426 9781119109433 9781119109440
Derivative securities--Mathematical models.
Risk management.
Electronic books.
HG6024.A3 / .G74 2015
332.64/57