Acknowledgements
Choose a job you love, and you will never have to work a day in your life.
Confucius
This work could not have been realized without the direct and indirect support of several people. First of all we thank Mathijs Dreesen for his numerous valuable contributions. On the trading side we would like to express our gratitude to Claude Njikam. We are grateful to Igor Toder for many fruitful conversations and for bringing up the credit valuation adjustment for protection bought from a non-collateralized counterparty. His initial work on this problem really got us off to a flying start.
Special thanks go to Pete Baker and the publishing staff at John Wiley and Sons Ltd.
João would like to express his deepest gratitude to Marijke for neverending love and support and dedicate this book to her, Ilya, Hendrik and Elliot.
Finally, Serge would like to reserve his biggest thanks for Katrien and dedicate this book to her and to Elise, Wout and Klara.
João Garcia
Serge Goossens
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