Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /

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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Bielecki, Tomasz R., 1955-
TeilnehmendeR:
Brigo, Damiano, 1966-
Patras, Frederic.
ProQuest (Firm)
Year of Publication:2011
Language:English
Online Access:
Physical Description:x, 754 p.
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ctrlnum (MiAaPQ)500661637
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(CaPaEBR)ebr10444410
(CaONFJC)MIL302509
(OCoLC)708566196
collection bib_alma
record_format marc
spelling Bielecki, Tomasz R., 1955-
Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
Hoboken, N.J. : Wiley, 2011.
x, 754 p.
Includes bibliographical references and index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Credit derivatives United States.
Global Financial Crisis, 2008-2009.
Electronic books.
Brigo, Damiano, 1966-
Patras, Frederic.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=661637 Click to View
language English
format Electronic
eBook
author Bielecki, Tomasz R., 1955-
spellingShingle Bielecki, Tomasz R., 1955-
Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
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.
author_facet Bielecki, Tomasz R., 1955-
Brigo, Damiano, 1966-
Patras, Frederic.
ProQuest (Firm)
ProQuest (Firm)
author_variant t r b tr trb
author2 Brigo, Damiano, 1966-
Patras, Frederic.
ProQuest (Firm)
author2_variant d b db
f p fp
author2_role TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Bielecki, Tomasz R., 1955-
title Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
title_sub subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
title_full Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
title_fullStr Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
title_full_unstemmed Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
title_auth Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
title_new Credit risk frontiers
title_sort credit risk frontiers subprime crisis, pricing and hedging, cva, mbs, ratings, and liquidity /
publisher Wiley,
publishDate 2011
physical x, 754 p.
contents 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.
isbn 9780470879238
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024 U6 B54 42011
genre Electronic books.
genre_facet Electronic books.
geographic_facet United States.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=661637
illustrated Not Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.64/57
dewey-sort 3332.64 257
dewey-raw 332.64/57
dewey-search 332.64/57
oclc_num 708566196
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is_hierarchy_title Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
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