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. ISBN: 9780470661673 (MobiPocket) 9780470661789 (ePub) 9780470662496 ( Adobe PDF) LCCN: 2013001506 Subjects--Topical Terms: Finance--Mathematical models.Credit--Mathematical models.Credit derivatives--Mathematical models.Financial risk--Mathematical models. LC Class. No.: HG106 Dewey Class. No.: 332.701/5195