Gregory, J. (2020). The xVA challenge: Counterparty risk, funding, collateral, capital and initial margin (Fourth edition.). Wiley.
Chicago Style (17th ed.) CitationGregory, Jon. The XVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin. Fourth edition. Chichester, West Sussex, United Kingdom: Wiley, 2020.
MLA (9th ed.) CitationGregory, Jon. The XVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin. Fourth edition. Wiley, 2020.
Warning: These citations may not always be 100% accurate.