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

Author(s)

• Bielecki, Tomasz R.
• Brigo, Damiano
• Patras, Frédéric

Bibliographic Information

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

Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras

（Bloomberg financial series）

Bloomberg Press, an imprint of Wiley, c2011

• : hardback

Note

"Further reading": p. 725-726

Includes bibliographical references and index

Details

• NCID: BB05670089
• ISBN:
  • 9781576603581
• LCCN: 2010045236
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: x, 754 p.
• Size: 26 cm
• Classification:
  • LCC : HG6024.U6
  • DC22 : 332.64/57
• Subject Headings:
  • LCSH : Credit derivatives -- United States
  • LCSH : Global Financial Crisis, 2008-2009
• Parent Bibliography ID:
  • BB05669829