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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.


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 (e-book)
9780470662496 (e-book)
9780470661789 (e-book)

Available items only