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Credit risk frontiers : = subprime c...

Patras, Frédéric.

Credit risk frontiers : = subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Credit risk frontiers :/ Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
其他題名:	subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
作者:	Bielecki, Tomasz R.,
其他作者:	Brigo, Damiano,
出版者:	Hoboken, NJ :Wiley, : c2011.,
面頁冊數:	x, 754 p. :ill. ; : 26 cm.;
標題:	Credit derivatives - United States. -
ISBN:	9781576603581 (cloth) :

Credit risk frontiers : = subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
Bielecki, Tomasz R.,1955-

Credit risk frontiers :subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras. - Hoboken, NJ :Wiley,c2011. - x, 754 p. :ill. ;26 cm. - Financial series.

Includes bibliographical references and index.

"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 spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects. If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read."--

ISBN: 9781576603581 (cloth) :NT1808

LCCN: 2010045236Subjects--Topical Terms:

837226
Credit derivatives
--United States.

LC Class. No.: HG6024.U6 / B54 2011

Dewey Class. No.: 332.64/57

Credit risk frontiers : = subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
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245 1 0 $a Credit risk frontiers : $b subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / $c Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
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300 $a x, 754 p. : $b ill. ; $c 26 cm.
490 0 $a Financial series
504 $a Includes bibliographical references and index.
520 $a "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 spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects. If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read."-- $c Provided by publisher.
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700 1 $a Patras, Frédéric. $3 837225