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
Online Access: Full text (MCPHS users only)
Main Author: Bielecki, Tomasz R., 1955-
Other Authors: Brigo, Damiano, 1966-, Patras, Frédéric
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2011
Series:Bloomberg Financial.
Subjects:
Local Note:ProQuest Ebook Central