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

LEADER 00000cam a2200000 7i4500
001 0000084293
008 130612s2013 enk eng
020 |a 0470661674 (e-book) 
020 |a 047066178X (e-book) 
020 |a 0470662492 (e-book) 
020 |a 047074846X (hardback : alk. paper) 
020 |a 9780470661673 (e-book) 
020 |a 9780470661789 (e-book) 
020 |a 9780470662496 (e-book) 
020 |a 9780470748466 (hardback : alk. paper) 
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 
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