Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

Bibliographic Details
Main Author: Brigo, Damiano 1966-
Other Authors: Morini, Massimo, Pallavicini, Andrea
Format: Book
Published: West Sussex : John Wiley & Sons Ltd. , 2013
Subjects:
Description
Physical Description:435p. ; 25cm.
ISBN:9780470748466