The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory
(Wiley finance series)
| Publisher | Chichester : Wiley |
|---|---|
| Year | 2015 |
| Edition | 3rd ed |
| Authors | *Gregory, Jon, Ph. D. |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
|---|---|---|---|---|---|---|---|---|---|
| Library Main Building 3rd fl. (Foreign Books;2 Weeks Loan) |
|
3381:1021 | 121046037O |
|
9781119109419 |
|
|
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| Material Type | Books |
|---|---|
| Size | xxii, 469 p. : ill. ; 25 cm |
| Notes | "First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd"--T.p. verso Includes bibliographical references (p. [447]-455) and index |
| Subjects | LCSH:Derivative securities -- Mathematical models
All Subject Search
LCSH:Risk management FREE:BUSINESS & ECONOMICS / Finance. bisacsh |
| Classification | LCC:HG6024.A3 DC23:332.64/57 |
| Language | English |
| ID | 1001125115 |
| ISBN | 9781119109419 |
| NCID |
BB22223575 
|
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