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crepey s xva analysis probabilistic risk measure ml issues 2026

Type:: E-books
Files:: 1
Size:: 119.8 MB
Uploaded On:: Jan. 4, 2026, 11:39 a.m.
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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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Crepey S. XVA Analysis. Probabilistic, Risk Measure, and ML Issues 2026.pdf 119.8 MB

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crepey s xva analysis probabilistic risk measure ml issues 2026

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