The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory.

By: Gregory, Jon, 1971- [author.]Material type: TextTextSeries: Wiley finance seriesPublisher: Chichester, England : Wiley, 2015Copyright date: 2015Edition: Third editionDescription: 1 online resource (551 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9781119109426; 9781119109433; 9781119109440Subject(s): Derivative securities -- Mathematical models | Risk managementGenre/Form: Electronic books.Additional physical formats: Print version:: XVA challenge : counterparty credit risk, funding, collateral, and capital.DDC classification: 332.64/57 LOC classification: HG6024.A3 | .G74 2015Online resources: Click to View
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Includes bibliographical references and index.

Description based on print version record.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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