Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
Main Author: | Gregory, Jon, Ph. D. |
---|---|
Corporate Author: | ProQuest (Firm) |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, NJ :
Wiley,
2012.
|
Edition: | 2nd ed. |
Subjects: | |
Online Access: | Click to View |
Similar Items
-
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
by: Gregory, Jon, 1971-
Published: (2015) -
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
by: Gregory, Jon,
Published: (2014) -
Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
by: Brigo, Damiano.
Published: (2013) -
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007) -
Counterparty risk in the over-the-counter derivates market /
by: Segoviano Basurto, Miguel A.
Published: (2008)