Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
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| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
2011.
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| Subjects: | |
| Online Access: | Click to View |
Table of 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.