Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /
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Author / Creator: | Brigo, Damiano, 1966- |
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Imprint: | Chichester, West Sussex : John Wiley & Sons, 2013. |
Description: | 1 online resource. |
Language: | English |
Series: | [Wiley finance series] Wiley finance series. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/9124622 |
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020 | |a 9780470661789 (electronic bk.) | ||
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100 | 1 | |a Brigo, Damiano, |d 1966- |0 http://id.loc.gov/authorities/names/n2001099772 |1 http://viaf.org/viaf/74150989 | |
245 | 1 | 0 | |a Counterparty credit risk, collateral and funding : |b with pricing cases for all asset classes / |c Damiano Brigo, Massimo Morini, Andrea Pallavicini. |
264 | 1 | |a Chichester, West Sussex : |b John Wiley & Sons, |c 2013. | |
300 | |a 1 online resource. | ||
336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
337 | |a computer |b c |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
338 | |a online resource |b cr |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
490 | 1 | |a [Wiley finance series] | |
504 | |a Includes bibliographical references and index. | ||
588 | |a Description based on print version record. | ||
650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
650 | 0 | |a Credit |x Mathematical models. | |
650 | 0 | |a Credit derivatives |x Mathematical models. | |
650 | 0 | |a Financial risk |x Mathematical models. | |
650 | 7 | |a Credit |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00882543 | |
650 | 7 | |a Finance |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00924398 | |
700 | 1 | |a MORINI, MASSIMO. |1 http://viaf.org/viaf/184867991 | |
700 | 1 | |a Pallavicini, Andrea. |0 http://id.loc.gov/authorities/names/n2010019927 |1 http://viaf.org/viaf/120424755 | |
776 | 0 | 8 | |c Original |z 9780470748466 |z 047074846X |w (DLC) 2012051762 |
830 | 0 | |a Wiley finance series. |0 http://id.loc.gov/authorities/names/n00091597 | |
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928 | |t Library of Congress classification |a HG106 .B747 2013 |l Online |c UC-FullText |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=566432 |g ebooks |e RENE |i 8156911 |