The xVA challenge : counterparty credit risk, funding, collateral, and capital /
"A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, th...
Main Author: | Gregory, Jon, 1971- |
---|---|
Format: | eBook |
Language: | English |
Published: |
Chichester, West Sussex, UK :
John Wiley & Sons,
2015.
|
Edition: | Third edition. |
Series: | The Wiley finance series
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Similar Items
-
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets /
by: Gregory, Jon, 1971-
Published: (2012) -
Implementing models of financial derivatives : object oriented applications with VBA /
by: Webber, Nick
Published: (2011) -
XVA : credit, funding and capital valuation adjustments /
by: Green, Andrew, 1971-
Published: (2015) -
Understanding and managing model risk : a practical guide for quants, traders and validators /
by: Morini, Massimo
Published: (2011) -
Trading options in turbulent markets master uncertainty through active volatility management /
by: Shover, Larry
Published: (2012)