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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 : 單行本
副題名:	subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
作者:	BieleckiTomasz R.,
合作者:	BrigoDamiano,
合作者:	PatrasFrederic,
出版地:	Hoboken, NJ
出版者:	Wiley;
出版年:	c2011
面頁冊數:	x, 754 p.ill. : 26 cm.;
集叢名:	Financial series
標題:	Credit derivatives - United States. -
標題:	Global Financial Crisis, 2008-2009. -
附註:	Includes bibliographical references and index.
ISBN:	9781576603581bound

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

Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, Frederic Patras - Hoboken, NJ : Wiley, c2011. - x, 754 p. ; ill. ; 26 cm.. - (Financial series).
Includes bibliographical references and index..
ISBN 9781576603581
Credit derivatives - United States.Global Financial Crisis, 2008-2009.

Brigo, Damiano

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