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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gregory, Jon, 1971-
Format: Electronic eBook
Language:Inglés
Published: Chichester, West Sussex, UK : John Wiley & Sons, 2015.
Edition:Third edition.
Subjects:
Derivative securities > Mathematical models.
Risk management.
Instruments dérivés (Finances) > Modèles mathématiques.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Finance.
Derivative securities > Mathematical models
Risk management
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