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

By: 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 resource
ISBN:
  • 9781119109426 (e-book)
  • 9781119109433 (e-book)
  • 9781119109440 (e-book)
Subject(s): Genre/Form: Additional physical formats: Print version:: XVA challenge : counterparty credit risk, funding, collateral, and capital.DDC classification:
  • 332.64/57 23
LOC classification:
  • HG6024.A3 .G74 2015eb
Online resources:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
No physical items for this record

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.

There are no comments on this title.

to post a comment.