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| Chapter title |
Pricing Counterparty Credit Risk
|
|---|---|
| Chapter number | 14 |
| Book title |
Modelling, Pricing, and Hedging Counterparty Credit Exposure
|
| Published by |
Springer, Berlin, Heidelberg, January 2009
|
| DOI | 10.1007/978-3-642-04454-0_14 |
| Book ISBNs |
978-3-64-204453-3, 978-3-64-204454-0
|
| Authors |
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee, Ion Manda, Cesari, Giovanni, Aquilina, John, Charpillon, Niels, Filipović, Zlatko, Lee, Gordon, Manda, Ion |