Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.]

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Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Financial seriesPublisher: Hoboken, NJ : Bloomberg Press, Wiley, 2011ISBN:

9780470879238
1283025094
9781283025096
9781576603581
157660358X

Subject(s): Additional physical formats: 9781118531839 | Druckausg.: Credit risk frontiers. Hoboken, NJ : Bloomberg Press, Wiley, 2011. X, 754 S.DDC classification:

332.6457
332.64/57 22

LOC classification:

HG6024.U6

Online resources:

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Summary: 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.PPN: PPN: 1773095757Package identifier: Produktsigel: ZDB-30-PAD | ZDB-30-PBE | ZDB-30-PQE | BSZ-30-PQE-S2NUFH

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