Gregory, Jon, 1971-

xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory. - Third edition. - UK : Wiley, 2015. - xxii, 469 pages ; 25 cm. - The Wiley finance series .

BW/138/ $100

9781119109419 (hardback)

2015024069


Derivative securities--Mathematical models.
Risk management.
BUSINESS & ECONOMICS / Finance.

332.645 GRE