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

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