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

Failures of large financial institutions and sovereigns, leading to bankruptcies and dramatic bailouts have thrust counterparty credit risk heavily into the spotlight as the key element of financial risk management. The sudden realisation of extensive counterparty risks has severely compromised the...

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Bibliographic Details

Main Author:	Gregory, Jon, 1971-
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, 2012.
Edition:	2nd ed.
Series:	Wiley finance series.
Subjects:	Derivative securities > Mathematical models. Risk management. Risk Management
Online Access:	Connect to the full text of this electronic book