Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tom...
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tom...
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
About this item
Full title
Author / Creator
Publisher
Hoboken, NJ : Wiley, c2011.
Call Numbers
N332.6457/4
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
x, 754 p. : ill. ; 26 cm.
Publication information
Publisher
Hoboken, NJ : Wiley, c2011.
Place of Publication
New Jersey
Date Published
c2011.
Subjects
More information
Scope and Contents
Summary
"A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other...
Alternative Titles
Full title
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Financial series.
Includes bibliographical references and index.
Contextual Information
Date Copyright
c2011.
Identifiers
Primary Identifiers
Call Numbers
N332.6457/4
Record Identifier
74VvpxqqVO43
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvpxqqVO43
Other Identifiers
ISBN
157660358X (hardback)
9781576603581 (hardback)
DDC
332.6457
MMS ID
991005407739702626
