Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.

By: Brigo, DamianoContributor(s): Pallavicini, Andrea | Morini, Massimo | ProQuest (Firm)Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester, England : Wiley, c2013Description: 1 online resource (xxvii, 435 p.) : ill., chartsISBN: 9780470661673 (electronic bk.); 9780470662496 (electronic bk.); 9780470661789 (electronic bk.)Subject(s): Finance -- Mathematical models | Credit -- Mathematical models | Credit derivatives -- Mathematical models | Financial risk -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.701/5195 LOC classification: HG106 | .B747 2013Online resources: Click to View
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Includes bibliographical references and index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

Description based on online resource; title from title page (ebrary, viewed May 9, 2013).

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