XVA analysis : probabilistic, risk measure, and machine learning issues

著者
    • Crépey, Stéphane
書誌事項

XVA analysis : probabilistic, risk measure, and machine learning issues

Stéphane Crépey

(Chapman & Hall/CRC financial mathematics series)

CRC Press, 2026

  • : hbk

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注記

Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)

"A Chapman & Hall book"

Bibliography: pages 363-378

Includes index

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