http://www.christian-fries.de/finmath/book

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Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge ... - Jon Gregory - Google Books

https://books.google.de/books?id=u8CyM776qfIC

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version…