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