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

著者

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

書誌事項

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

注記

"Further reading": p. 725-726

Includes bibliographical references and index

• NII書誌ID(NCID): BB05670089
• ISBN:
  • 9781576603581
• LCCN: 2010045236
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Hoboken, N.J.
• ページ数/冊数: x, 754 p.
• 大きさ: 26 cm
• 分類:
  • LCC : HG6024.U6
  • DC22 : 332.64/57
• 件名:
  • LCSH : Credit derivatives -- United States
  • LCSH : Global Financial Crisis, 2008-2009
• 親書誌ID:
  • BB05669829