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

Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.]

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.

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Year of publication:	2011
Other Persons:	Bielecki, Tomasz R. (ed.) ; Brigo, Damiano (contributor) ; Patras, Frédéric (contributor)
Publisher:	Hoboken, NJ : Bloomberg Press, Wiley
Subject:	Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Asset-Backed Securities \| Asset-backed securities \| Kreditderivat \| Credit derivative \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Finanzkrise \| Financial crisis \| Subprime-Krise \| Subprime financial crisis \| Kreditgeschäft \| Modell
Description of contents:	Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de]

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Extent:	1 online resource (768 pages)
Series:	Financial series
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index.
ISBN:	978-0-470-87923-8 ; 1-283-02509-4 ; 978-1-283-02509-6 ; 978-1-57660-358-1 ; 1-57660-358-X ; 978-1-118-53183-9
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013331595