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Author
Brigo, Damiano.
Title
Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.
Imprint
Chichester, England : Wiley, c2013.
Connect to
Available to Pittsburg State University patrons only.
Copies
Location
Call No.
OPAC Message
Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
1 online resource (xxvii, 435 p.) : ill., charts.
Series
Wiley Finance
Wiley finance series.
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Note
Description based on online resource; title from title page (ebrary, viewed May 9, 2013).
Subject
Finance -- Mathematical models.
Credit -- Mathematical models.
Credit derivatives -- Mathematical models.
Financial risk -- Mathematical models.
Genre/Form
Electronic books.
Added Author
Pallavicini, Andrea.
Morini, Massimo.
ProQuest (Firm)
ISBN
9780470748466
9780470661673 (electronic bk.)
9780470662496 (electronic bk.)
9780470661789 (electronic bk.)
Available items only
