Counterparty credit risk and credit value adjustment [electronic resource] : a continuing challenge for global financial markets / Jon Gregory.

By: Gregory, Jon, Ph. DContributor(s): Gregory, Jon, Ph. D. Counterparty credit risk | ProQuest (Firm)Material type: TextTextPublication details: Hoboken, NJ : Wiley, 2012Edition: 2nd edDescription: xxii, 457 pISBN: 9781118316641 (electronic bk.); 9781118316658 (electronic bk.)Subject(s): Derivative securities -- Mathematical models | Risk managementGenre/Form: Electronic books.DDC classification: 332.64/57 LOC classification: HG6024.A3 | G74 2012Online resources: Click to View
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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.

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