The xVA challenge, counterparty credit risk, funding, collateral, and capital, Jon Gregory
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The xVA challenge, counterparty credit risk, funding, collateral, and capital, Jon Gregory
Note
Revised edition of the author's 'Counterparty credit risk and credit value adjustment', 2012
Edition
Third edition.
ISBN
9781119109419
Physical description
xxii, 469 pages, illustrations, 26 cm.
System control number
(OCoLC)907183830
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