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Xva Analysis: Probabilistic, Risk Measure, and Machine Learning Issues

by Stéphane Crépey
Save 35% Save 35%
Current price ₹8,907.00
Original price ₹13,703.00
Original price ₹13,703.00
Original price ₹13,703.00
(-35%)
₹8,907.00
Current price ₹8,907.00

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Book cover type: Hardcover
  • ISBN13: 9781041014201
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: CRC Press
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 386
  • Original Price: GBP 105.0
  • Language: English
  • Edition: 1
  • Item Weight: 939 grams
  • BISAC Subject(s): Mathematical Analysis

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.

Stéphane Crépey is a professor at the mathematics department of Université Paris Cité, in charge of the team mathematical finance and numerical probability at LPSM (Laboratoire de Probabilités, Statistique et Modélisation) and of the M2MO quantitative finance program.

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