Counterparty credit risk, collateral and funding : with pricing cases for all asset classes - Brigo, Damiano, 1966-; Morini, Massimo; Pallavicini, Andrea (Chichester, West Sussex : John Wiley & Sons Inc., 2013)
Includes bibliographical references (pages [415]-421) and index.
Keywords: Finance -- Mathematical models; Credit -- Mathematical models; Credit derivatives -- Mathematical models; Financial risk -- Mathematical models