Counterparty credit risk, collateral and funding with pricing cases for all asset classes - Brigo, Damiano; Pallavicini, Andrea; Morini, Massimo (Chichester, England : Wiley, 2013)
Includes bibliographical references and index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Finance -- Mathematical models; Credit -- Mathematical models; Credit derivatives -- Mathematical models; Financial risk -- Mathematical models; Electronic books