Crepey S. XVA Analysis. Probabilistic, Risk Measure, and ML Issues 2026

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Size119.80 MB
Added3 months ago (2026-01-04 11:47:01)
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Info HashDD866CF84009DF5A66A4EF41A094965A9A8DEA0D
Peers Updated1 day ago (2026-04-17 20:38:08)

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Textbook in PDF format

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. The book tackles this subject through the triple lens of finance (wealth transfers), stochastic analysis (enlargement of filtration and BSDEs), and numerical computations

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