£69.23

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£69 today · usual range £53–£69 · best ever £53

Wiley The xVA Challenge 4th Edition - Risk Management Book

Amazon

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£69.35 £51.87 £55.68 £59.50 £63.31 £67.13 £70.94 25 July 2026 06 August 2026 18 August 2026 30 August 2026 12 September 2026
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10 days 5 days 5 days 1 day 29 days · current 0 7 15 22 29 £53-57 £57-60 £60-63 £63-66 £66-69 Days at Price

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Price range: £53 - £69

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Description

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition by Wiley provides a thorough update on the evolving landscape of derivatives valuation. Since the global financial crisis, the industry has seen a major re-appraisal of valuation adjustments, commonly known as xVAs. This edition addresses how the quantification of xVA has become fundamental to derivatives pricing and valuation. As accounting standards and regulations continue to expand the scope of these topics, understanding the implications of xVA is necessary for all derivatives users. This book covers the pricing and valuation of various xVA terms, offering a deep look into a subject that has become a major area of study within professional finance and risk management.

Key Features

This 4th edition from Wiley offers an updated and expanded look at the xVA challenge and derivatives valuation.

Learn how the quantification of xVA serves as a fundamental component in modern derivatives pricing.

Gain a better understanding of how accounting standards and new regulations impact the complexity of xVA.

Explore the pricing and valuation of different xVA terms as studied in the professional finance industry.

This book provides essential knowledge for all users of derivatives regarding counterparty risk and capital.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
20 May 2020
Listed Since
16 April 2018

Barcode

No barcode data available

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