Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity

by Frédéric Patras, Damiano Brigo, Tomasz Bielecki

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 157660358X
• ISBN13: 9781576603581
• Release Date: February 2011
• Publisher: Bloomberg Press
• Length: 768 Pages
• Weight: 3.30 lbs.
• Dimensions: 1.7" x 7.5" x 10.1"