Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes
Credit Risk Management: Pricing, Measurement, And Modeling
Modern Credit Risk Management: Theory And Practice
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capit ...
Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and ...
Counterparty Risk and Funding: A Tale of Two Puzzles