The xVA challenge = counterparty cre...
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.)
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