Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets / / Jon Gregory.
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Year of Publication: | 2012 |
Edition: | 2nd ed. |
Language: | English |
Online Access: | |
Physical Description: | xxii, 457 p. |
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Other title: | Counterparty credit risk. |
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ISBN: | 9781118316672 (cloth) 9781118316641 (electronic bk.) 9781118316658 (electronic bk.) |
Hierarchical level: | Monograph |
Statement of Responsibility: | Jon Gregory. |