Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
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| Year of Publication: | 2011 |
| Language: | English |
| Online Access: | |
| Physical Description: | x, 754 p. |
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| Bibliography: | Includes bibliographical references and index. |
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| ISBN: | 9781576603581 (hbk.) 9781118531839 9780470879238 9781118003824 (ebk.) 9781118003831 (ebk.) 9780470879238 (ebook) |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras. |