Bielecki, Tomasz R. (ed.); Brigo, Damiano (contributor); … - 2011
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will …? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by … subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest …
