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Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity (2011)

Bielecki, Tomasz R., 1955- ; Brigo, Damiano, 1966- ; Patras, Frédéric. ; [et al.]

Hoboken, N.J. :Wiley,

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UID:

almahu_9949320108202882

Format: x, 754 p.

Edition: Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN: 9780470879238

Note: pt. 1. Expert views -- pt. 2. Credit derivatives : methods -- pt. 3. Credit derivatives : products -- pt. 4. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings, risk contributions, and simulation.

Language: English

Keywords: Electronic books. ; Electronic books. ; Electronic books. ; Electronic books. ; Electronic books. ; Electronic books. ; Electronic books.

URL: Click to View

URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781118531839

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