Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley ,
c2013
|
| Series: | Wiley finance
|
| Subjects: |
Table of Contents:
- 1. Counterparty credit risk, collateral and funding
- 2. Pricing counterparty risk: unilateral CVA
- 3. Advanced credit and funding risk pricing