The xVA Challenge PDF book is popular Business & Economics book written by Jon Gregory. The book was released by John Wiley & Sons on 2015-10-26 with total hardcover pages 496. Fast download link is given in this page, you could read The xVA Challenge by Jon Gregory in PDF, epub and kindle directly from your devices.
A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It