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

Brigo, Damiano, 1966-

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini. - xxvii, 435 pages : illustrations ; 26 cm.

Includes bibliographical references (pages [415]-421) and index.

ISBN: 9780470748466 (hbk.) RM314.07

Subjects--Topical Terms:
Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.

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

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