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035   $a(CaSebORM)9781118003831
035   $a(OCoLC)708566196
035   $a(OCoLC)794059568
035   $a(OCoLC)ocn794059568 
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100   $a20101025d2011      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aCredit risk frontiers $esubprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /$fTomasz R. Bielecki, Damiano Brigo, and Fre?de?ric Patras
205   $a1st edition
210   $aHoboken, N.J. $cWiley$d2011
215   $a1 online resource (768 p.)
225 1 $aBloomberg Financial ;$vv.138
300   $aDescription based upon print version of record.
311 08$a9781118003831 
311 08$a1118003837 
311 08$a9781576603581 
311 08$a157660358X 
320   $aIncludes bibliographical references and index.
327   $apt. 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.
330   $aA timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit
410  0$aBloomberg Financial
606   $aCredit derivatives$zUnited States
606   $aGlobal Financial Crisis, 2008-2009
615  0$aCredit derivatives
615  0$aGlobal Financial Crisis, 2008-2009.
676   $a332.64/57
676   $a332.6457
700   $aBielecki$b Tomasz R.$f1955-$0478893
701   $aBrigo$b Damiano$f1966-$01627046
701   $aPatras$b Fre?de?ric$0596450
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910823562603321
996   $aCredit risk frontiers$93963434
997   $aUNINA