|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910139205603321 |
|
|
Autore |
Bielecki Tomasz R. <1955-> |
|
|
Titolo |
Credit risk frontiers [[electronic resource] ] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Hoboken, N.J., : Wiley, 2011 |
|
|
|
|
|
|
|
ISBN |
|
1-283-02509-4 |
1-118-53183-3 |
9786613025098 |
0-470-87923-8 |
|
|
|
|
|
|
|
|
Edizione |
[1st edition] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (768 p.) |
|
|
|
|
|
|
Collana |
|
Bloomberg Financial ; ; v.138 |
|
|
|
|
|
|
Altri autori (Persone) |
|
BrigoDamiano <1966-> |
PatrasFrédéric |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
|
|
Soggetti |
|
Credit derivatives - United States |
Global Financial Crisis, 2008-2009 |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
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. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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 Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2. |
Record Nr. |
UNINA9910778392503321 |
|
|
Autore |
Fox Mark (Anthony Mark) |
|
|
Titolo |
Quantum optics [[electronic resource] ] : an introduction / / Mark Fox |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Oxford ; ; New York, : Oxford University Press, 2006 |
|
|
|
|
|
|
|
ISBN |
|
1-383-02962-8 |
1-280-96505-3 |
0-19-152425-5 |
1-4356-0680-9 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (397 p.) |
|
|
|
|
|
|
Collana |
|
Oxford master series in physics ; ; 15 |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references (p. [360]-368) and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Contents; List of symbols; List of abbreviations; I: Introduction and background; II: Photons; III: Atom-photon interactions; IV: Quantum information processing; Appendices; Solutions and hints to the exercises; Bibliography; Index |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
Quantum optics: an introduction is a modern textbook written primarily for advanced undergraduate and masters level students in physics. In addition to standard topics, the text includes a broad range of topics in applied quantum optics such as laser cooling, Bose-Einstein condensation and quantum information processing. - ;Most previous texts on quantum optics have been written primarily for the graduate student market at PhD level and above. Quantum optics: an introduction aims to introduce a wide range of topics at a lower level suitable for advanced undergraduate and Masters level students |
|
|
|
|
|
|
|