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.

9780470748466 (hbk.) RM314.07


Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.