Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Credit risk frontiers [[electronic resource] ] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras
| Credit risk frontiers [[electronic resource] ] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras |
| Autore | Bielecki Tomasz R. <1955-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (768 p.) |
| Disciplina |
332.64/57
332.6457 |
| Altri autori (Persone) |
BrigoDamiano <1966->
PatrasFrédéric |
| Collana | Bloomberg Financial |
| Soggetto topico |
Credit derivatives - United States
Global Financial Crisis, 2008-2009 |
| ISBN |
1-283-02509-4
1-118-53183-3 9786613025098 0-470-87923-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910139205603321 |
Bielecki Tomasz R. <1955->
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras
| Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras |
| Autore | Bielecki Tomasz R. <1955-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (768 p.) |
| Disciplina |
332.64/57
332.6457 |
| Altri autori (Persone) |
BrigoDamiano <1966->
PatrasFrédéric |
| Collana | Bloomberg Financial |
| Soggetto topico |
Credit derivatives - United States
Global Financial Crisis, 2008-2009 |
| ISBN |
9786613025098
9781283025096 1283025094 9781118531839 1118531833 9780470879238 0470879238 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910823562603321 |
|
Bielecki Tomasz R. <1955->
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||