Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets / / Jon Gregory.
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| Year of Publication: | 2012 |
| Edition: | 2nd ed. |
| Language: | English |
| Online Access: | |
| Physical Description: | xxii, 457 p. |
| Notes: |
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| 020 | |z 9781118316672 (cloth) | ||
| 020 | |a 9781118316641 (electronic bk.) | ||
| 020 | |a 9781118316658 (electronic bk.) | ||
| 035 | |a (MiAaPQ)500875919 | ||
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| 050 | 4 | |a HG6024.A3 |b G74 2012 | |
| 082 | 0 | 4 | |a 332.64/57 |2 23 |
| 100 | 1 | |a Gregory, Jon, |c Ph. D. | |
| 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 Hoboken, NJ : |b Wiley, |c 2012. | ||
| 300 | |a xxii, 457 p. | ||
| 500 | |a Rev. ed. of: Counterparty credit risk. c2010. | ||
| 500 | |a Includes index. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 0 | |a Risk management. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Gregory, Jon, |c Ph. D. |t Counterparty credit risk. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=875919 |z Click to View |