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? C...

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Bibliographic Details

Main Author:	Bielecki, Tomasz R., 1955-
Other Authors:	Brigo, Damiano, 1966-, Patras, Frédéric
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Hoboken, N.J. : Wiley, 2011.
Series:	Bloomberg Financial.
Subjects:	Credit derivatives > United States. Global Financial Crisis, 2008-2009.
Online Access:	Connect to the full text of this electronic book