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.