Rongo Univesity Library catalog › Details for: Counterparty credit risk and credit value adjustment

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Counterparty credit risk and credit value adjustment

by Gregory, Jon,

Additional authors: Gregory, Jon, -- Ph. D. -- Counterparty credit risk. | ebrary, Inc.

Edition statement:2nd ed. Published by : Wiley, (Hoboken, NJ :) Physical details: xxii, 457 p.

Subject(s): Derivative securities -- Mathematical models. | Risk management. | Electronic books.

Year: 2012

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10602134
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Rev. ed. of: Counterparty credit risk. c2010.

Includes index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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