Counterparty credit risk, collateral and funding
Brigo, Damiano.
Counterparty credit risk, collateral and funding with pricing cases for all asset classes / [electronic resource] : Damiano Brigo, Massimo Morini, Andrea Pallavicini. - Chichester, England : Wiley, c2013. - 1 online resource (xxvii, 435 p.) : ill., charts. - Wiley Finance . - Wiley finance series. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2015.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.
Electronic books.
HG106 / .B747 2013eb
332.701/5195
Counterparty credit risk, collateral and funding with pricing cases for all asset classes / [electronic resource] : Damiano Brigo, Massimo Morini, Andrea Pallavicini. - Chichester, England : Wiley, c2013. - 1 online resource (xxvii, 435 p.) : ill., charts. - Wiley Finance . - Wiley finance series. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2015.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.
Electronic books.
HG106 / .B747 2013eb
332.701/5195