Welcome to P K Kelkar Library, Online Public Access Catalogue (OPAC)

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

by Brigo, Damiano | Morini, Massimo.

Material type: book Book; Format: print ; Literary form: not fiction Description: xxvii, 435p.Publisher: Chichester Wiley 2013Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.7015195 B769c] (1).

2. Interest Rate Models — Theory and Practice : With Smile, Inflation and Credit / : [electronic resource] :

by Brigo, Damiano [author.] | Mercurio, Fabio [author.] | SpringerLink (Online service).

Edition: Second Edition.Source: Springer eBooksMaterial type: book Book; Format: electronic available online remote; Literary form: not fiction Description: LVI, 982 p. online resource.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.Online access: Click here to access online Availability: Items available for loan: PK Kelkar Library, IIT Kanpur (1).

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