Jon Gregory

'The xVA Challenge'

Bog | Engelsk

The definitive guide to counterparty risk and valuation adjustments, updated and revised In the newly revised fifth edition of The xVA Challenge , veteran quantitative finance and counterparty credit risk expert Jon Gregory delivers an authoritative roadm

'The xVA Challenge'

Bog | Engelsk

A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ('xVAs'). The quantificati