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

著者

• Gregory, Jon, Ph. D.

書誌事項

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

Jon Gregory

（Wiley finance series）

Wiley, 2015

3rd ed

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

• NII書誌ID(NCID): BB22223575
• ISBN:
  • 9781119109419
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester
• ページ数/冊数: xxii, 469 p.
• 大きさ: 25 cm
• 分類:
  • LCC : HG6024.A3
  • DC23 : 332.64/57
• 件名:
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Risk management
  • FREE : BUSINESS & ECONOMICS / Finance. bisacsh
• 親書誌ID:
  • BA5197584X