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XVA : credit, funding and capital valuation adjustments /

Green, Andrew, 1971-

XVA : credit, funding and capital valuation adjustments / Andrew Green. - Chichester : John Wiley & Sons, 2016. - xxv, 510 p. : ill. ; 24 cm. - The wiley finance series. .

Index : p. 489-510.

Bibliography : p. 469-488.

ISBN: 9781118556788 (hardback)

Subjects--Topical Terms:
Finance.
Derivative securities.

Subjects--Geographic Terms:

Subjects--Index Terms:

Dewey Class. No.: 332.6457 / GRE

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