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The xVA challenge = counterparty cre...
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Gregory, Jon, (1971-)
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The xVA challenge = counterparty credit risk, funding, collateral, and capital /
紀錄類型:
書目-電子資源 : 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 challenge
counterparty 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:
549989
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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