The xVA challenge :

Gregory, Jon, 1971-

The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory. - Third edition. - 1 online resource (551 pages) : illustrations. - Wiley Finance Series . - Wiley finance series. .

Includes bibliographical references and index.

9781119109426 (e-book) 9781119109433 (e-book) 9781119109440 (e-book)


Derivative securities--Mathematical models.
Risk management.


Electronic books.

HG6024.A3 / .G74 2015eb

332.64/57