Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets /

• Κύριος συγγραφέας: Gregory, Jon, 1971-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, N.J. : Wiley, 2012.
• Έκδοση: 2nd ed.
• Σειρά: Wiley finance series.
• Θέματα: Derivative securities > Mathematical models.; Risk management.; BUSINESS & ECONOMICS > Investments & Securities > General.; Electronic books.

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unav...