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Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / [electronic resource]
서명 / 저자 Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
저자명 Bielecki, Tomasz R;Brigo, Damiano;Patras, Frédéric.
발행사항 Hoboken, N.J. : Wiley, 2011.
총서명 Bloomberg Financial
Online Access http://dx.doi.org/10.1002/9781118531839URL

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서지기타정보
청구기호 HG6024.U6 B54 2011eb
형태사항 1 online resource (x, 754 pages).
언어 English
서지주기 Includes bibliographical references and index.
내용 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.
주제 Credit derivatives --United States.
Global Financial Crisis, 2008-2009.
BUSINESS & ECONOMICS --Investments & Securities --General. --bisacsh
Credit derivatives. --fast --(OCoLC)fst00882587
ISBN 9781118003824q(electronic bk.) 1118003829q(electronic bk.) 9781118003831q(electronic bk.) 1118003837q(electronic bk.) 9780470879238q(electronic bk.) 0470879238q(electronic bk.) 9781118531839q(electronic bk.) 1118531833
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