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The xVA challenge counterparty credit risk, funding, collateral, and capital / [electronic resource] :

  • 作者: Gregory, Jon, 1971-
  • 其他題名:
    • Counterparty credit risk and credit value adjustment
    • Wiley finance series.
  • 出版: Chichester, West Sussex : John Wiley & Sons
  • 版本:3rd ed.
  • 叢書名: The Wiley finance series
  • 主題: Derivative securities--Mathematical models. , Risk management.
  • ISBN: 9781119109440 (electronic bk.) 、 1119109442 (electronic bk.) 、 9781119109433 (pdf) 、 1119109434 (pdf) 、 9781119109426 (epub) 、 1119109426 (epub)
  • FIND@SFXID: CGU
  • 資料類型: 電子書
  • 內容註: Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012. Includes index.
  • 讀者標籤:
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  • 系統號: 005375399 | 機讀編目格式
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