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The xVA challengecounterparty credit...

Gregory, Jon, (1971-)

The xVA challengecounterparty credit risk, funding, collateral, and capital /

Record Type:	Electronic resources : Monograph/item
Title/Author:	The xVA challengeJon Gregory.
Reminder of title:	counterparty credit risk, funding, collateral, and capital /
Author:	Gregory, Jon,
Published:	Chichester, West Sussex :John Wiley & Sons,2015.
Description:	1 online resource.
Notes:	Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012.
Notes:	Includes index.
Subject:	Derivative securitiesMathematical models.
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781119109440
ISBN:	9781119109440 (electronic bk.)

The xVA challengecounterparty credit risk, funding, collateral, and capital /
Gregory, Jon,1971-

The xVA challengecounterparty credit risk, funding, collateral, and capital /[electronic resource] :Jon Gregory. - 3rd ed. - Chichester, West Sussex :John Wiley & Sons,2015. - 1 online resource. - The Wiley finance series. - Wiley finance series..

Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012.

ISBN: 9781119109440 (electronic bk.)

LCCN: 2015030460Subjects--Topical Terms:

228279
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.64/57

The xVA challengecounterparty credit risk, funding, collateral, and capital /
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020 $z 1119109418 (hardback)
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240 1 0 $a Counterparty credit risk and credit value adjustment
245 1 4 $a The xVA challenge $h [electronic resource] : $b counterparty credit risk, funding, collateral, and capital / $c Jon Gregory.
250 $a 3rd ed.
260 $a Chichester, West Sussex : $b John Wiley & Sons, $c 2015.
300 $a 1 online resource.
490 1 $a The Wiley finance series
500 $a Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012.
500 $a Includes index.
588 $a Description based on print version record and CIP data provided by publisher.
650 0 $a Derivative securities $x Mathematical models. $3 228279
650 0 $a Risk management. $3 174339
830 0 $a Wiley finance series. $3 215310
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781119109440