Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /
The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counte...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
John Wiley & Sons Inc.,
2013.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
