Financial Landscape A Galilean Dialogue on Counterparty Risk, CVA, DVA, Multiple Curves, Collateral, and Funding To the Discerning Reader The First Day The Second Day The Third Day The Fourth Day The Whys of the LOIS Financial Setup Indifference Valuation Model LOIS Formula Numerical Study Model-Free Developments Pure Counterparty Risk Cash Flows Valuation and Hedging CSA Specifications Bilateral Counterparty Risk under Funding Constraints Introduction Market Model Trading Strategies Martingale Pricing Approach TVA Example Reduced-Form BSDE Modeling A Reduced-Form TVA BSDE Approach to Counterparty Risk under Funding Constraints Introduction Pre-Default BSDE Modeling Markov Case The Four Wings of the TVA Introduction TVA Representations CSA Specifications Clean Valuations TVA Computations Dynamic Copula Models Dynamic Gaussian Copula Model Introduction Model Clean Valuation and Hedging of Credit Derivatives Counterparty Risk Common-Shock Model Introduction Model of Default Times Clean Pricing, Calibration and Hedging Numerical Results CVA Pricing and Hedging CVA Computations for one CDS in the Common-Shock Model Introduction Generalities Common-Shock Model with Deterministic Intensities Numerical Results with Deterministic Intensities Common-Shock Model with Stochastic Intensities Numerics CVA Computations for Credit Portfolios in the Common-Shock Model Portfolio of CDS CDO Tranches Further Developments Rating Triggers and Credit Migrations Introduction Credit Value Adjustment and Collateralization under Rating Triggers Markov Copula Approach for Rating-Based Pricing Applications A Unified Perspective Introduction Marked Default Time Reduced-Form Modeling Dynamic Gaussian Copula TVA Model Dynamic Marshall-Olkin Copula TVA Model Mathematical Appendix Stochastic Analysis Prerequisites Stochastic Integration Itô Processes Jump-Diffusions Feynman-Kac Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk Modeling Markov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index lt;BR>TVA Example Reduced-Form BSDE Modeling A Reduced-Form TVA BSDE Approach to Counterparty Risk under Funding Constraints Introduction Pre-Default BSDE Modeling Markov Case The Four Wings of the TVA Introduction TVA Representations CSA Specifications Clean Valuations TVA Computations Dynamic Copula Models Dynamic Gaussian Copula Model Introduction Model Clean Valuation and Hedging of Credit Derivatives Counterparty Risk Common-Shock Model Introduction Model of Default Times Clean Pricing, Calibration and Hedging Numerical Results CVA Pricing and Hedging CVA Computations for one CDS in the Common-Shock Model Introduction Generalities Common-Shock Model with Deterministic Intensities Numerical Results with Deterministic Intensities Common-Shock Model with Stochastic Intensities Numerics CVA Computations for Credit Portfolios in the Common-Shock Model Portfolio of CDS CDO Tranches Further Developments Rating Triggers and Credit Migrations Introduction Credit Value Adjustment and Collateralization under Rating Triggers Markov Copula Approach for Rating-Based Pricing Applications A Unified Perspective Introduction Marked Default Time Reduced-Form Modeling Dynamic Gaussian Copula TVA Model Dynamic Marshall-Olkin Copula TVA Model Mathematical Appendix Stochastic Analysis Prerequisites Stochastic Integration Itô Processes Jump-Diffusions Feynman-Kac Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk Modeling Markov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index Numerical Results CVA Pricing and Hedging CVA Computations for one CDS in the Common-Shock Model Introduction Generalities Common-Shock Model with Deterministic Intensities Numerical Results with Deterministic Intensities Common-Shock Model with Stochastic Intensities Numerics CVA Computations for Credit Portfolios in the Common-Shock Model Portfolio of CDS CDO Tranches Further Developments Rating Triggers and Credit Migrations Introduction Credit Value Adjustment and Collateralization under Rating Triggers Markov Copula Approach for Rating-Based Pricing Applications A Unified Perspective Introduction Marked Default Time Reduced-Form Modeling Dynamic Gaussian Copula TVA Model Dynamic Marshall-Olkin Copula TVA Model Mathematical Appendix Stochastic Analysis Prerequisites Stochastic Integration Itô Processes Jump-Diffusions Feynman-Kac Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk Modeling Markov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index mp;lt;/B>Introduction Marked Default Time Reduced-Form Modeling Dynamic Gaussian Copula TVA Model Dynamic Marshall-Olkin Copula TVA Model Mathematical Appendix Stochastic Analysis Prerequisites Stochastic Integration Itô Processes Jump-Diffusions Feynman-Kac Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk Modeling Markov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index.