Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity /

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...

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Bibliographic Details

Main Authors:	Bielecki, Tomasz (Author), Brigo, Damiano (Author), Patras, Frédéric (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Bloomberg Press, 2011.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource