Credit risk frontiers [[electronic resource] ] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| 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
|
| Pubblicazione: | Hoboken, N.J., : Wiley, 2011 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (768 p.) |
| Disciplina: | 332.64/57 |
| 332.6457 | |
| Soggetto topico: | Credit derivatives - United States |
| Global Financial Crisis, 2008-2009 | |
| Altri autori: |
BrigoDamiano <1966->
PatrasFrédéric
|
| 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 |
| Titolo autorizzato: | Credit risk frontiers |
| ISBN: | 1-283-02509-4 |
| 1-118-53183-3 | |
| 9786613025098 | |
| 0-470-87923-8 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910139205603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Bloomberg Financial