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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| 020 | |z 9781576603581 (hbk.) | ||
| 020 | |z 9781118531839 | ||
| 020 | |a 9780470879238 |q (electronic bk.) | ||
| 020 | |z 9781118003824 (ebk.) | ||
| 020 | |z 9781118003831 (ebk.) | ||
| 020 | |z 9780470879238 (e-book) | ||
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| 050 | 4 | |a HG6024.U6 |b B54 2011 | |
| 082 | 0 | 4 | |a 332.64/57 |2 22 |
| 100 | 1 | |a Bielecki, Tomasz R., |d 1955- | |
| 245 | 1 | 0 | |a Credit risk frontiers |h [electronic resource] : |b subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / |c Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras. |
| 260 | |a Hoboken, N.J. : |b Wiley, |c 2011. | ||
| 300 | |a x, 754 p. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Credit derivatives |z United States. | |
| 650 | 0 | |a Global Financial Crisis, 2008-2009. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Brigo, Damiano, |d 1966- | |
| 700 | 1 | |a Patras, Frederic. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=661637 |z Click to View |