Gregory, Jon, Ph. D.

Counterparty credit risk : the new challenge for global financial markets / Jon Gregory - Chichester, West Sussex : John Wiley&Sons, c2010 - xxiv, 424 p. : ill. ; 26 cm. - Wiley finance series . - Wiley finance series .

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

9780470685761 (hbk.) 047068576X (hbk.)

2010285904


Derivative securities--Mathematical models
Risk management

HG6024.A3