Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester, England : Wiley, c2013.Description: 1 online resource (xxvii, 435 p.) : ill., chartsSubject(s): Genre/Form: DDC classification:
  • 332.701/5195 23
LOC classification:
  • HG106 .B747 2013eb
Online resources:
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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.

Description based on online resource; title from title page (ebrary, viewed May 9, 2013).

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