Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
Bielecki, Tomasz R., 1955-; Brigo, Damiano, 1966-; Patras, Frédéric.
2011
HG6024.U6 B54 2011
Available Online

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Title Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
Author Bielecki, Tomasz R., 1955-
ISBN 9781576603581 (hbk.)
9781118531839
9780470879238 (electronic bk.)
9781118003824 (ebk.)
9781118003831 (ebk.)
9780470879238 (e-book)
Imprint Hoboken, N.J. : Wiley, 2011.
Language English
Description 1 online resource (x, 754 pages).
Call Number HG6024.U6 B54 2011
Dewey Decimal Classification 332.64/57
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Added Author Brigo, Damiano, 1966-
Patras, Frédéric.
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
All Resources
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.

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