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:

MARC

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050 0 0 |a HG106   |b .B75 2013 
090 0 0 |a HG106   |b .B75 2013 
100 1 |a Brigo, Damiano ,   |d 1966- ,   |e author 
245 1 0 |a Counterparty credit risk, collateral and funding :   |b with pricing cases for all asset classes   |c Damiano Brigo, Massimo Morini, Andrea Pallavicini 
260 |a Chichester, West Sussex :   |b Wiley ,   |c c2013 
300 |a xxvii, 435 p. :   |b ill. ;   |c 26 cm. 
490 1 |a Wiley finance 
504 |a Includes bibliographical references (p. [415]-421) and index 
505 0 |a 1. Counterparty credit risk, collateral and funding -- 2. Pricing counterparty risk: unilateral CVA -- 3. Advanced credit and funding risk pricing 
650 0 |a Credit derivatives   |x Mathematical models 
650 0 |a Credit   |x Mathematical models 
650 0 |a Finance   |x Mathematical models 
650 0 |a Financial risk   |x Mathematical models 
700 1 |a Morini, Massimo ,   |e author 
700 1 |a Pallavicini, Andrea ,   |e author 
999 |a 1000158289   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus