Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

• Material Type: 図書
• ISBN: 9780470748466 (cloth)
• Title: Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
• Author/Editor: Damiano Brigo, Massimo Morini, Andrea Pallavicini.
• Author Heading: Brigo, Damiano, 1966-; Morini, Massimo.; Pallavicini, Andrea.
• Publication, Distribution, etc.: Chichester, West Sussex : Wiley, a John Wiley & Sons, Ltd., Publication
• Publication Date: [2013]
• Publication Date (W3CDTF): 2013
• Extent: xxvii, 435 pages
• Other physical details: illustrations
• Size: 26 cm
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Finance--Mathematical models.; Credit--Mathematical models.; Credit derivatives--Mathematical models.; Financial risk--Mathematical models.
• LCC: HG106
• DDC: 332.701/5195
• NDLC: DF111
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references (pages [415]-421) and index.
• Holding library: 国立国会図書館
• Call No.: DF111-B88
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 024639708; http://id.ndl.go.jp/bib/024639708
• LC Control Number: 2012051762; https://lccn.loc.gov/2012051762
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211