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

Bibliographic Details
Main Author:	Gregory, Jon, 1971-
Language:	English
Published:	Hoboken, N.J. : Wiley, 2012.
Edition:	2nd ed.
Subjects:	Derivative securities > Mathematical models. Risk management.
Online Access:	Wiley Online Library Online Books: 2012 (Wiley Online Library) ProQuest Ebook Central - Academic Complete: 2012 (Ebook Central @ Proquest) Wiley Obooks 2011 to Present: 2012 (Wiley Online Library)
Variant Title:	Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets
Format:	Electronic eBook

Description
Note:	Rev. ed. of: Counterparty credit risk. c2010. Includes bibliographical references (p. [435]-441) and index.
ISBN:	9781118316658 (online) 9781118316665 (online) 9781118673638 (online) 9781283603836 (online)