Table of Contents: Credit risk frontiers

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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Bibliographic Details
:	ProQuest (Firm) Bielecki, Tomasz R., 1955-
TeilnehmendeR:	Brigo, Damiano, 1966- Patras, Frederic. ProQuest (Firm)
Year of Publication:	2011
Language:	English
Online Access:	https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=661637
Physical Description:	x, 754 p.
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Table of 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.