Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

著者

• Gregory, Jon, Ph. D.

書誌事項

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

Jon Gregory

J. Wiley, c2012

2nd ed

• : cloth

注記

Previous ed.: c2010

Includes bibliographical references (p. [435]-441) and index

• NII書誌ID(NCID): BB10589026
• ISBN:
  • 9781118316672
• LCCN: 2012023249
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Hoboken, N.J.
• ページ数/冊数: xxii, 457 p.
• 大きさ: 25 cm
• 分類:
  • LCC : HG6024.A3
  • DC23 : 332.64/57
• 件名:
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Risk management