The xVA challenge : counterparty credit risk, funding, collateral, and capital - Gregory, Jon, 1971- (Chichester, England : Wiley, 2015)
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.
Keywords: Derivative securities -- Mathematical models; Risk management; Electronic books