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 DevelopmentsPure 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 PerspectiveIntroduction Marked Default Time Reduced-Form Modeling Dynamic Gaussian Copula TVA Model Dynamic Marshall-Olkin Copula TVA Model -- Mathematical Appendix Stochastic Analysis Prerequisites Stochastic Integration It 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.