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Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets / Jon Gregory.
Lippincott Library HG6024.A3 G74 2012
Available
- Format:
- Book
- Author/Creator:
- Gregory, Jon, 1971-
- Series:
- Wiley finance series
- [Wiley finance series]
- Language:
- English
- Subjects (All):
- Derivative securities--Mathematical models.
- Derivative securities.
- Risk management.
- Physical Description:
- xxii, 457 pages : illustrations ; 26 cm.
- Edition:
- Second edition.
- Place of Publication:
- Chichester, West Sussex : Wiley, [2012]
- Notes:
- Rev. ed. of: Counterparty credit risk. c2010.
- Includes bibliographical references and index.
- ISBN:
- 9781118316672
- 1118316673
- 9781118316658
- 1118316657
- 9781118316641
- 1118316649
- OCLC:
- 793688983
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