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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.

By: Contributor(s): Series: Chapman & Hall/CRC financial mathematics seriesPublisher: Boca Raton, FL : CRC Press, [2014]Copyright date: (copy)2014Description: 1 online resource (xxi, 355 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781466516465
  • 1466516461
  • 9781498700979
  • 1498700977
Subject(s): Genre/Form: LOC classification:
  • HG106
Online resources:
Item type: eBooks
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Description based on online resource; title from title page (Safari, viewed January 8, 2015).

Includes bibliographical references (pages 343-355).

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