Counterparty credit risk and credit value adjustment :
Gregory, Jon, 1971-
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets / Jon Gregory. - 2nd ed. - Hoboken, N.J. : Wiley, 2012. - xxii, 455 p. : ill. ; 26 cm.
Rev. ed. of: Counterparty credit risk. c2010. Includes bibliographical references (p. [435]-441) and index.
9781118316672 (cloth) 9781118316658 (ebk) 9781118316641 (ebk)
2012023249
Derivative securities--Mathematical models.
Risk management.
HG6024.A3 / G74 2012
332.64/57
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets / Jon Gregory. - 2nd ed. - Hoboken, N.J. : Wiley, 2012. - xxii, 455 p. : ill. ; 26 cm.
Rev. ed. of: Counterparty credit risk. c2010. Includes bibliographical references (p. [435]-441) and index.
9781118316672 (cloth) 9781118316658 (ebk) 9781118316641 (ebk)
2012023249
Derivative securities--Mathematical models.
Risk management.
HG6024.A3 / G74 2012
332.64/57