The xVA challenge : counterparty credit risk, funding, collateral, and capital

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The xVA challenge : counterparty credit risk, funding, collateral, and capital

Jon Gregory

(Wiley finance series)

Wiley, 2015

3rd ed

大学図書館所蔵 件 / 4

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注記

"First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd"--T.p. verso

Includes bibliographical references (p. [447]-455) and index

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