Counterparty Credit Risk with Python: Exposure Modeling, Valuation Adjustments, Netting, and Collateral

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset...

XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

Deep Credit Risk: Machine Learning with Python

The xVa Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance)