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The xVA challenge = counterparty cre...

Gregory, Jon, (1971-)

The xVA challenge = counterparty credit risk, funding, collateral, and capital /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	The xVA challenge/ Jon Gregory.
其他題名:	counterparty credit risk, funding, collateral, and capital /
作者:	Gregory, Jon,
出版者:	Chichester, West Sussex :John Wiley & Sons, : 2015.,
面頁冊數:	1 online resource.
附註:	Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012.
標題:	Derivative securities - Mathematical models. -
電子資源:	http://onlinelibrary.wiley.com/book/10.1002/9781119109440
ISBN:	9781119109440 (electronic bk.)

The xVA challenge = counterparty credit risk, funding, collateral, and capital /
Gregory, Jon,1971-

The xVA challengecounterparty credit risk, funding, collateral, and capital /[electronic resource] :Jon Gregory. - 3rd ed. - Chichester, West Sussex :John Wiley & Sons,2015. - 1 online resource. - The Wiley finance series. - Wiley finance series..

Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012.

ISBN: 9781119109440 (electronic bk.)

LCCN: 2015030460Subjects--Topical Terms:

568178
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.64/57

The xVA challenge = counterparty credit risk, funding, collateral, and capital /
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