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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation

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1 of 1 people found the following review helpful:

4.0 out of 5 stars Good book on counterparty risk, August 1, 2007

Y. Wong (USA) - See all my reviews
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This review is from: Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation (Hardcover)

This books covers the latest in counterparty risk in an elegant manner. Being part of a multilateral institution, this boook came in handy. A word of caution, though: while this book is no doubt a wonderful find, it may not be very useful for the novice in counterparty risk.

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