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

Damiano Brigo, Massimo Morini, Andrea Pallavicini
Bok · Engelsk · 2013

Utgitt	Chichester : Wiley , 2013
Omfang	XXVII, 435 s. : ill.
Emner	Credit derivatives - Mathematical models Credit - Mathematical models Finance - Mathematical models Financial risk - Mathematical models
ISBN	9780470748466