Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
by
 
Brigo, Damiano, 1966-

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

Author
: 
Brigo, Damiano, 1966-

ISBN
: 
9780470748466

Personal Author
: 
Brigo, Damiano, 1966-

Publication Information
: 
Chichester, West Sussex : John Wiley & Sons Inc., 2013.

Physical Description
: 
pages cm.

Subject Term
: 
Finance -- Mathematical models.
 
Credit -- Mathematical models.
 
Credit derivatives -- Mathematical models.
 
Financial risk -- Mathematical models.

Added Author
: 
Morini, Massimo.
 
Pallavicini, Andrea.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025580040332.7015195 B856C 20131