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The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory.
Connect to full text Available online
View online- Format:
- Book
- Author/Creator:
- Gregory, Jon, 1971- author.
- Series:
- Wiley finance series
- Wiley Finance Series
- Language:
- English
- Subjects (All):
- Derivative securities--Mathematical models.
- Derivative securities.
- Risk management.
- Genre:
- Electronic books.
- Physical Description:
- 1 online resource (551 pages): illustrations.
- Edition:
- Third edition.
- Place of Publication:
- Chichester, England : Wiley, 2015.
- System Details:
- text file
- Notes:
- Includes bibliographical references and index.
- Description based on print version record.
- Local Notes:
- Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
- Other Format:
- Print version: Gregory, Jon, 1971- XVA challenge : counterparty credit risk, funding, collateral, and capital.
- ISBN:
- 9781119109426
- 9781119109433
- 9781119109440
- OCLC:
- 915775214
- Access Restriction:
- Restricted for use by site license.
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