Counterparty credit risk, collateral and funding :
Brigo, Damiano,
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini. - 1 online resource.
Includes bibliographical references and index.
9780470661673 (MobiPocket) 9780470661789 (ePub) 9780470662496 ( Adobe PDF)
2013001506
Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.
HG106
332.701/5195
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini. - 1 online resource.
Includes bibliographical references and index.
9780470661673 (MobiPocket) 9780470661789 (ePub) 9780470662496 ( Adobe PDF)
2013001506
Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.
HG106
332.701/5195