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

Bibliographic Details
Main Author: Bielecki, Tomasz R., 1955-
Corporate Author: ProQuest (Firm)
Other Authors: Brigo, Damiano, 1966-, Patras, Frederic.
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2011.
Subjects:
Online Access:Click to View
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020 |z 9781118531839 
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020 |z 9781118003831 (ebk.) 
020 |z 9780470879238 (e-book) 
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100 1 |a Bielecki, Tomasz R.,  |d 1955- 
245 1 0 |a Credit risk frontiers  |h [electronic resource] :  |b subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /  |c Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras. 
260 |a Hoboken, N.J. :  |b Wiley,  |c 2011. 
300 |a x, 754 p. 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Credit derivatives  |z United States. 
650 0 |a Global Financial Crisis, 2008-2009. 
655 4 |a Electronic books. 
700 1 |a Brigo, Damiano,  |d 1966- 
700 1 |a Patras, Frederic. 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=661637  |z Click to View