02854nam 2200649 a 450 991013920560332120170809151427.01-283-02509-41-118-53183-397866130250980-470-87923-8(CKB)2560000000049038(EBL)661637(SSID)ssj0000483617(PQKBManifestationID)11317830(PQKBTitleCode)TC0000483617(PQKBWorkID)10573809(PQKB)10108135(MiAaPQ)EBC661637(WaSeSS)Ind00023539(CaSebORM)9781118003831(OCoLC)708566196(EXLCZ)99256000000004903820101025d2011 uy 0engur|n|---|||||txtccrCredit risk frontiers[electronic resource] subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras1st editionHoboken, N.J. Wiley20111 online resource (768 p.)Bloomberg Financial ;v.138Description based upon print version of record.1-118-00383-7 1-57660-358-X Includes bibliographical references and index.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.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 creditBloomberg FinancialCredit derivativesUnited StatesGlobal Financial Crisis, 2008-2009Credit derivativesGlobal Financial Crisis, 2008-2009.332.64/57332.6457Bielecki Tomasz R.1955-478893Brigo Damiano1966-962258Patras Frédéric596450MiAaPQMiAaPQMiAaPQBOOK9910139205603321Credit risk frontiers2181880UNINA