Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
| Author/creator | Bielecki, Tomasz R., 1955- |
| Other author | Brigo, Damiano, 1966- |
| Other author | Patras, Frédéric. |
| Other author | ProQuest (Firm) |
| Format | Electronic |
| Publication Info | Hoboken, N.J. : Wiley, 2011. |
| Description | x, 754 pages |
| Supplemental Content | Click to View |
| Subjects |
| 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. |
| Bibliography note | Includes bibliographical references and index. |
| Reproduction note | Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Genre/form | Electronic books. |
| LCCN | 2010045236 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |