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xVA Challenge Counterparty Credit Risk

A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re;

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Xva

Thorough, accessible coverage of the key issues in XVA XVA Credit, Funding and Capital Valuation Adjustments provides specialists and non;

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Modern Computational Finance - Scripting for Derivatives and xVA

Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable;

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The xVA Challenge

A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding;

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Practical Approach To Xva, A

-2008 concept of Credit Valuation Adjustment (CVA) has evolved into the far more complex hybrid Cross Valuation Adjustment (XVA).This book;

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The XVA of Financial Derivatives CVA DVA and FVA Explained

This latest addition to the Financial Engineering Explained series focuses on the new standards for ;...

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Xva Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide;...

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Interest Rate Modeling

for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.;

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Interest Rate Modeling

-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.;

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Cicero XVa Orations

Cicero (Marcus Tullius, 106 43 BCE), Roman advocate, orator, politician, poet, and philosopher, abou;...

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