XVA Analysis

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XVA Analysis

Probabilistic, Risk Measure, and Machine Learning Issues

Calculus and mathematical analysis Applied mathematics

Author: Stephane Crepey

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Collection: Chapman and Hall/CRC Financial Mathematics Series

Language: English

Published by: Chapman and Hall/CRC

Published on: 4th February 2026

Format: LCP-protected ePub

ISBN: 9781040445884


Features

A systematic coverage of the cost-of-capital XVA approach

Unprecedented coverage of neural network regression methodologies

Numerous illustrative figures and examples

Suitable as supplementary reading for graduate students and as a practical reference for professional quantitative analysis and risk managers

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