7 of 8 people found the following review helpful
Nice quantitative review of CVA,
Verified Purchase(What's this?)
This review is from: Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series) (Hardcover)
I found this review of CVA/BCVA computation very thorough and well structured. Due to lack of a complet text that covers this new area, Jon's new book should be helpful to the uninitiated. I fast-tracked to Chapter 4 :). Overall, not difficult to understand, and develops good intuition into CVA modelling.