Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

Bibliographic Details
Main Author: Gregory, Jon , 1971- (Author)
Format: Book
Language:English
Published: Chichester, West Sussex : Wiley , c2012
Edition:2nd ed
Series:[Wiley finance series]
Subjects:

MARC

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020 |a 1118316657 (e-book) 
020 |a 1118316673 (hardback : alk. paper) 
020 |a 9781118316641 (e-book) 
020 |a 9781118316658 (e-book) 
020 |a 9781118316672 (hardback : alk. paper) 
050 0 0 |a HG6024.A3   |b G74 2012 
090 0 0 |a HG6024.A3   |b G74 2012 
100 1 |a Gregory, Jon ,   |d 1971- ,   |e author 
245 1 0 |a Counterparty credit risk and credit value adjustment :   |b a continuing challenge for global financial markets   |c Jon Gregory 
250 |a 2nd ed 
260 |a Chichester, West Sussex :   |b Wiley ,   |c c2012 
300 |a xxii, 457 p. :   |b ill. ;   |c 26 cm. 
490 1 |a [Wiley finance series] 
500 |a Rev. ed. of: Counterparty credit risk. c2010 
504 |a Includes bibliographical references (p. [435]-441) and index 
505 0 |a 1. Introduction -- 2. Mitigation of counterparty credit risk -- 3. Credit value adjustment -- 4. Managing counterparty credit risk 
650 0 |a Derivative securities   |x Mathematical models 
650 0 |a Risk management 
700 1 |a Gregory, Jon ,   |d 1971- ,   |e author 
999 |a 1000157263   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus