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

• 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: Derivative securities > Mathematical models.; Risk management.; BUSINESS & ECONOMICS / Finance.; Electronic books.

"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...