Counterparty credit risk, collateral and funding with pricing cases for all asset classes

Counterparty credit risk, collateral and funding with pricing cases for all asset classes

Bibliographic Details
Main Authors: Brigo, Damiano 1966- (Author), Morini, Massimo (Author), Pallavicini, Andrea (Author)
Format: Book
Language:English
Published: Chichester, West Sussex Wiley c2013
Series:Wiley finance
Subjects:
Credit derivatives > Mathematical models
Credit > Mathematical models
Finance > Mathematical models
Financial risk > Mathematical models
Description
Physical Description:xxvii, 435 p. ill. 26 cm
ISBN:0470661674 (e-book)
047066178X (e-book)
0470662492 (e-book)
047074846X (hardback : alk. paper)
9780470661673 (e-book)
9780470661789 (e-book)
9780470662496 (e-book)
9780470748466 (hardback : alk. paper)

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