Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
by
 
Gregory, Jon, 1971-

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

Author
: 
Gregory, Jon, 1971-

ISBN
: 
9781118316672
 
9781118316658
 
9781118316641

Personal Author
: 
Gregory, Jon, 1971-

Edition
: 
2nd ed.

Publication Information
: 
Chichester, West Sussex : Wiley, c2012.

Physical Description
: 
xxii, 457 p. : ill. ; 26 cm.

Series
: 
[Wiley finance series]
 
Wiley finance series.

General Note
: 
Rev. ed. of: Counterparty credit risk. c2010.

Subject Term
: 
Derivative securities -- Mathematical models.
 
Risk management.

Added Author
: 
Gregory, Jon, Ph. D. Counterparty credit risk.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025568870332.6457 G822C 20121