The xVA challenge : counterparty credit risk, funding, collateral, and capital | 東京工業大学附属図書館蔵書検索

>> Google Books

所蔵情報QRコード

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

版:: 3rd ed
資料種別:: 図書
出版情報:: Chichester : Wiley, 2015
形態:: xxii, 469 p. ; 25 cm
シリーズ名:: Wiley finance series <BA5197584X>
著者名:: Gregory, Jon, Ph. D. <DA15614764>
ISBN:: 9781119109419 [1119109418]
書誌ID:: BB22223575

子書誌情報

フルテキスト

Loading contents information

所蔵情報

Loading availability information

他の版・巻

書誌詳細

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
主題:	BUSINESS & ECONOMICS / Finance. bisacsh
言語:	英語

東工大ブックレビュー

Loading review information

類似資料:

1 電子ブック The xVA challenge : counterparty credit risk, funding, collateral, and capital (: electronic bk) Gregory, Jon, Ph. D. Wiley Online Library	7 電子ブック XVA : credit, funding and capital valuation adjustments (: electronic bk) Green, Andrew Wiley Online Library
2 図書 Counterparty credit risk : the new challenge for global financial markets (: hard) Gregory, Jon, Ph. D. J. Wiley, 2010	8 図書 XVA : credit, funding and capital valuation adjustments Green, Andrew Wiley
3 電子ブック Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, 2nd Edition Gregory, Jon Wiley Online Library - AutoHoldings Books, John Wiley & Sons, Incorporated	9 図書 Hedge fund modelling and analysis using Excel and VBA (: hardback) Darbyshire, Paul, Hampton, David Wiley
4 電子ブック Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes Brigo, Damiano, Morini, Massimo, Pallavicini, Andrea Wiley Online Library - AutoHoldings Books, John Wiley & Sons, Incorporated	10 電子ブック Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives Gregory, Jon Wiley Online Library - AutoHoldings Books, John Wiley & Sons, Incorporated
5 図書 Counterparty credit risk, collateral and funding : with pricing cases for all asset classes Brigo, Damiano, 1966-, Morini, Massimo, Pallavicini, Andrea J. Wiley	11 電子ブック Credit risk (: electronic bk) Capiński, Marek, Zastawniak, Tomasz
6 図書 XVA desks : a new era for risk management : understanding, building and managing counterparty, funding and capital risk Ruiz, Ignacio, 1972- Palgrave Macmillan	12 図書 Risk aversion in experiments Cox, James C., Ph. D., Harrison, Glenn W. Emerald JAI

1

2

3

4

5

6

7

8

9

10

11

12