Counterparty credit risk and credit value adjustment
Subtitle: a continuing challenge for global financial markets
By: Jon Gregory
Edition: 2nd ed.
Publisher: Wiley
Published: 2012
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9781118316672; 9781118316658; 9781118316641
Subjects: Mathematical models; Derivative securities; Risk management
Notes: Rev. ed. of: Counterparty credit risk. c2010.

Includes index.