Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets :: Jon Gregory :: ISBN 9781118316672 :: Wiley 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
Author Jon Gregory
Publisher Wiley
Publication date 2012
Publication location Hoboken, N.J.
Language English

Descriptive Notes

Rev. ed. of: Counterparty credit risk. c2010.
Includes bibliographical references (p. [435]-441) and index.

Topics

Derivative securities :: Mathematical models
016082245

Catalogue Data

OBNB ID GBB245219
ISBN 10 1118316673
ISBN 13 9781118316672
Type BibliographicResource, Book
Dewey Classification 332.6457

ISBD

P1008>2nd 2nd ed.
P1053 xxii, 455 p.

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Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets by Jon Gregory. ISBN 9781118316672. Published by Wiley in 2012. Publication and catalogue information, links to buy online and reader comments.