Jon Gregoryの本

6冊

著者名の一致で集めています。同じ名前の別の方が混じることがあります。

• xVAチャレンジ : デリバティブ評価調整の実際
  xVAチャレンジ : デリバティブ評価調整の実際2018-01-01
• The xVA challenge : counterparty credit risk, funding, collateral, and capital
  The xVA challenge : counterparty credit risk, funding, collateral, and capital2015-01-01
• Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives
  Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives2014-01-01
• Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
  Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets2012-01-01
• Credit derivatives : the definitive guide
  Credit derivatives : the definitive guide2003-01-01
• Credit : the complete guide to pricing, hedging and risk management
  Credit : the complete guide to pricing, hedging and risk management2001-01-01