The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory.
2015
HG6024.A3 .G74 2015eb
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Details
Title
The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory.
Author
Gregory, Jon, 1971- author.
Edition
Third edition.
ISBN
9781119109419
9781119109426 (electronic book)
9781119109433 (electronic book)
9781119109440 (electronic book)
9781119109426 (electronic book)
9781119109433 (electronic book)
9781119109440 (electronic book)
Published
Chichester, England : Wiley, 2015.
Copyright
©2015
Language
English
Description
1 online resource (551 pages) : illustrations.
Call Number
HG6024.A3 .G74 2015eb
Dewey Decimal Classification
332.64/57
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Wiley finance series.
Available in Other Form
XVA challenge : counterparty credit risk, funding, collateral, and capital.
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