Cr(acute)epey, St(acute)ephane,

Counterparty risk and funding : a tale of two puzzles / St(acute)ephane Cr(acute)epey and Tomasz R. Bielecki ; with introductory dialouge by Damiano Brigo. - [2014] - 1 online resource (xxi, 355 pages) : illustrations - Chapman & Hall/CRC financial mathematics series. . - Chapman & Hall/CRC financial mathematics series. .

Includes bibliographical references (pages 343-355).

9781466516465 1466516461 9781498700979 1498700977

CL0500000531 Safari Books Online


Finance--Mathematical models.
Credit--Mathematical models.
Credit derivatives--Mathematical models.
Financial risk--Mathematical models.


Electronic books.

HG106