Counterparty credit risk : the new challenge for global financial markets / Jon Gregory.

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profi...

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Bibliographic Details

Online Access:	Full Text (via O'Reilly/Safari)
Main Author:	Gregory, Jon, 1971-
Format:	eBook
Language:	English
Published:	Chichester, West Sussex : Wiley, ©2010.
Series:	Wiley finance series.
Subjects:	Derivative securities > Mathematical models. Risk management. Derivative securities > Mathematical models Risk management