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on 16 July 2014
I will recommend this book. Excellent book as an entry level to the area of CVA and DVA.
All the assets classes are covered.
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on 12 May 2013
Damiano Brigo is a visionary and the leading authority in counterparty risk and collateral management. Forget about the days of simple risks and complex products, the new frontier of finance is now about simple products but complex risks. This book is just about that. Anybody who has an interest or deals with CVA or Basel III should read it for it shall become a key bread and butter issue in finance for many years to come.
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