||2 of 2 people found the following review helpful.| Well written book but Appendices not included in 2nd edition.|By simon levine|This is a very well written book covering the basics of counterparty credit risk and valuation adjustments. Unfortunately, unlike the 1st edition, the appendices which go into further mathematical detail are no longer included in the book. (There are PDFs available for download from the author's we|From the Inside Flap||Counterparty credit risk and credit value adjustment |“Jon Gregory is the acknowledged global expert on counterparty credit risk. This new edition of his definitive treatment of the subject, fully updated and expanded, will
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner
Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital.
Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk acros...
[PDF.jh76] Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) Rating: 4.79 (452 Votes)
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You easily download any file type for your device.Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) | Jon Gregory. Just read it with an open mind because none of us really know.
