Counterparty Credit Risk: The new challenge for global financial markets

Acknowledgements

I would first like to acknowledge Michael Pykhtin and Dan Rosen who initially had the idea for this book, which they discussed with me in Geneva in December 2008. I would like to further thank Michael Pykhtin for reading and providing invaluable comments on initial chapters and for collaborating on the writing of Chapter 11. I have been lucky to be able to call on informal referees for draft chapters, namely Kirk Buckley, Darrell Duffie, Alex Gu, Andrew Green, Jean-Paul Laurent, Matthew Leeming, John Ovens, Vladimir Piterbarg, David Rowe, Lutz Schloegl and Tom Wilde. I am very grateful to these people for reading early drafts of chapters and putting up with the spelling mistakes and bad grammar to provide some invaluable suggestions. Needless to say, I take responsibility for any remaining errors.

I would like to thank Pete Baker, Aimee Dibbens and Viv Wickham at John Wiley & Sons for their excellent support during this project and to Neil Shuttlewood at OPS for working so quickly and efficiently at the copy-editing stage.

Thanks finally to my daughter Christy, son George and wife Ginnie for putting up with me during the writing process.

Jon GregoryDecember 2009