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Counterparty credit risk and credit value adjustment [electronic resource] : a continuing challenge for global financial markets / Jon Gregory.

By: Contributor(s): Material type: TextPublication details: Hoboken, NJ : Wiley, 2012.Edition: 2nd edDescription: xxii, 457 pSubject(s): Genre/Form: DDC classification:
  • 332.64/57 23
LOC classification:
  • HG6024.A3 G74 2012eb
Online resources:
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Rev. ed. of: Counterparty credit risk. c2010.

Includes index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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