Acknowledgements
Less than three years have passed since the first edition of this book was published and yet the subject area has changed and expanded dramatically. I hope his second edition will serve as a timely and thorough update with respect to the subject of counterparty credit risk and all related aspects. Indeed, this is much more than a second edition, most of the subject matter has been re-written and expanded, with several new chapters. To avoid increasing the size of this book significantly, the mathematical appendices are not included but are freely available with the accompanying spreadsheets on my website at www.cvacentral.com. Since many readers do not need to study this material in depth then I hope this is a reasonable separation to make.
I have been fortunate to have been able to obtain feedback on various chapters from various experts within the industry and academia, notably Ronnie Barnes, Karin Bergeron, Liesbeth Bodvin, Alexandre Bon, Christoph Burgard, Andrew Green, Matthew Leeming, Michael Pykhtin, Nicolas Rabeau, Colin Sharpe and David Wigan. I hope it is obvious that any remaining errors are the responsibility of the author.
Thanks go to Aimee Dibbens, Sam Hartley, Lori Laker and Jennie Kitchin at Wiley for helping me through the process. I am very grateful to Rebecca Newenham and Desiree Marie Leedo at Get Ahead VA for much help around administration and proofreading. I would like to also thank my colleagues at Solum Financial Partners in London, notably ...
