Central Bank of Nigeria Library

Counterparty credit risk :

Gregory, Jon

Counterparty credit risk : the new challenge for global financial markets / - Chichester, West Sussex : Wiley, c2010. - xxiv, 424 p. : - Wiley finance series .

Includes bibliographical references (p. 405-409) and index.

The book explains the emergence of counterparty risk during the recent credit crisis.

9780470685761 (hbk.)


Derivative securities
Risk management.
Credit risk

HG6024.A3 / G74 2010

332.64'57 / GRE