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

By Stéphane Crépey

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.

• Format: Hardcover
• Language: English
• ISBN: 1041014201
• ISBN13: 9781041014201
• Release Date: February 2026
• Publisher: CRC Press
• Length: 386 Pages
• Weight: 2.07 lbs.
• Dimensions: 0.9" x 7.0" x 10.0"