Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
Gregory, Jon, Ph. D.
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets / [electronic resource] : Jon Gregory. - 2nd ed. - Hoboken, NJ : Wiley, 2012. - xxii, 457 p.
Rev. ed. of: Counterparty credit risk. c2010. Includes index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
9781118316641 (electronic bk.) 9781118316658 (electronic bk.)
Derivative securities--Mathematical models.
Risk management.
Electronic books.
HG6024.A3 / G74 2012
332.64/57
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets / [electronic resource] : Jon Gregory. - 2nd ed. - Hoboken, NJ : Wiley, 2012. - xxii, 457 p.
Rev. ed. of: Counterparty credit risk. c2010. Includes index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
9781118316641 (electronic bk.) 9781118316658 (electronic bk.)
Derivative securities--Mathematical models.
Risk management.
Electronic books.
HG6024.A3 / G74 2012
332.64/57