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Counterparty credit risk and credit ...

Gregory, Jon, (1971-)

Counterparty credit risk and credit value adjustmenta continuing challenge for global financial markets /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Counterparty credit risk and credit value adjustmentJon Gregory.
Reminder of title:	a continuing challenge for global financial markets /
Author:	Gregory, Jon,
Published:	Chichester, West Sussex :John Wiley and Sons,2012.
Description:	1 online resource (xxii, 457 p.) :ill.
Subject:	Derivative securitiesMathematical models.
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781118673638
ISBN:	9781118673638 (electronic bk.)

Counterparty credit risk and credit value adjustmenta continuing challenge for global financial markets /
Gregory, Jon,1971-

Counterparty credit risk and credit value adjustmenta continuing challenge for global financial markets /[electronic resource] :Jon Gregory. - 2nd ed. - Chichester, West Sussex :John Wiley and Sons,2012. - 1 online resource (xxii, 457 p.) :ill. - Wiley finance. - Wiley finance series..

Includes bibliographical references and index.

ISBN: 9781118673638 (electronic bk.)

LCCN: 2012025056Subjects--Topical Terms:

228279
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3 / G74 2012

Dewey Class. No.: 332.64/57

Counterparty credit risk and credit value adjustmenta continuing challenge for global financial markets /
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245 1 0 $a Counterparty credit risk and credit value adjustment $h [electronic resource] : $b a continuing challenge for global financial markets / $c Jon Gregory.
250 $a 2nd ed.
260 $a Chichester, West Sussex : $b John Wiley and Sons, $c 2012.
300 $a 1 online resource (xxii, 457 p.) : $b ill.
490 1 $a Wiley finance
504 $a Includes bibliographical references and index.
588 $a Description based on print version record and CIP data provided by publisher; resource not viewed.
650 0 $a Derivative securities $x Mathematical models. $3 228279
650 0 $a Risk management. $3 174339
830 0 $a Wiley finance series. $3 215310
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118673638