Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /

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Bibliographic Details
Author / Creator:	Brigo, Damiano, 1966-
Imprint:	Chichester, West Sussex : John Wiley & Sons, 2013.
Description:	1 online resource.
Language:	English
Series:	[Wiley finance series] Wiley finance series.
Subject:	Finance -- Mathematical models. Credit -- Mathematical models. Credit derivatives -- Mathematical models. Financial risk -- Mathematical models. Credit -- Mathematical models. Finance -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9124622

Hidden Bibliographic Details
Other authors / contributors:	MORINI, MASSIMO. Pallavicini, Andrea.
ISBN:	047066178X (electronic bk.) 9780470661789 (electronic bk.) 9780470748466 (cloth) 047074846X (cloth)
Notes:	Includes bibliographical references and index. Description based on print version record.
Other form:	Original 9780470748466 047074846X

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