Xva analysis: probabilistic, risk measure, and machine learning issues
Auteur :
Crépey, Stéphane
Éditeur :
Taylor & Francis Ltd
ISBN :
9781041014201
Date de publication :
5 déc. 2025
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it.