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xVA Challenge, Fourth Edition - Counterparty Risk, Funding, Collateral, Capital and Initial Margin

Language EnglishEnglish
Book Hardback
Book xVA Challenge, Fourth Edition - Counterparty Risk, Funding, Collateral, Capital and Initial Margin Gregory
Libristo code: 20415529
Publishers John Wiley & Sons Inc, May 2020
A thoroughly updated and expanded edition of the xVA challenge The period since the global financial...
? points 218 b
2 176
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A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ('xVAs'). The quan

About the book

Full name xVA Challenge, Fourth Edition - Counterparty Risk, Funding, Collateral, Capital and Initial Margin
Author Gregory
Language English
Binding Book - Hardback
Date of issue 2020
Number of pages 704
EAN 9781119508977
ISBN 9781119508977
Libristo code 20415529
Weight 1362
Dimensions 251 x 113 x 46
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