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Gregory, Jon, Ph. D.

Counterparty credit risk : the new challenge for global financial markets / Jon Gregory. - Chichester, England : Wiley, 2010. - xxiv, 424 p. : ill. ; 26 cm. - Wiley finance series .

Includes bibliographical references (p. 405-409) and index.

9780470685761 (hbk.) 047068576X (hbk.)


Derivative securities--Mathematical models.
Risk management

HG6024.A3

332.6457 / G822

Languages: 
English |