rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Credit risk frontiers
    sub title: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
  name:
    name part: Bielecki, Tomasz R.
    name part: 1955-
    role:
      role term: creator
  name:
    name part: Brigo, Damiano
    name part: 1966-
  name:
    name part: Patras, Frédéric.
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (x, 754 pages)
  abstract: "A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects. If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read."--
  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.
  note: Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
  note: Electronic resource.
  note: Includes bibliographical references and index.
  subject:
    geographic code: n-us---
  subject:
    topic: Credit derivatives
    geographic: United States
  subject:
    topic: Global Financial Crisis, 2008-2009
  classification: HG6024.U6 B54 2011eb
  classification: 332.64/57
  related item:
    title info:
      title: Credit risk frontiers
    name:
      name part: Bielecki, Tomasz R., 1955-
    origin info:
      publisher: Hoboken, N.J. : Wiley, 2011
    identifier: (DLC) 2010045236
  related item:
    title info:
      title: Wiley Online Library
  identifier: 0470879238 (e-book)
  identifier: 1118003829 (ebk.)
  identifier: 1118003837 (ebk.)
  identifier: 1118531833
  identifier: 9780470879238 (e-book)
  identifier: 9781118003824 (ebk.)
  identifier: 9781118003831 (ebk.)
  identifier: 9781118531839
  identifier: 9781576603581 (hbk.)
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: E7B
    record creation date: 101025
    record change date: 20210728124954.0
    record identifier: in00002785367
    language of cataloging:
      language term: eng