Counterparty risk and funding : a tale of two puzzles

Author(s)

• Crépey, Stéphane
• Bielecki, Tomasz R.
• Brigo, Damiano

Bibliographic Information

Counterparty risk and funding : a tale of two puzzles

Stéphane Crépey and Tomasz R. Bielecki ; with an introductory dialogue by Damiano Brigo

（Chapman & Hall/CRC financial mathematics series）

CRC Press, c2014

• : hbk

Note

Includes bibliographical references and index

Details

• NCID: BB16826725
• ISBN:
  • 9781466516458
• LCCN: 2014003733
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xxi, 365 p.
• Size: 27 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.64/57
  • DC20 : 332.6
  • DC : 332.6
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Credit -- Mathematical models
  • LCSH : Credit derivatives -- Mathematical models
  • LCSH : Financial risk -- Mathematical models
• Parent Bibliography ID:
  • BA59871917