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

• Main Author: Bielecki, Tomasz R., 1955-
• Other Authors: Brigo, Damiano, 1966-, Patras, Frédéric
• Format: eBook
• Language: English
• Published: Hoboken, N.J. : Wiley, 2011.
• Series: Bloomberg Financial.
• Subjects: Global Financial Crisis (2008-2009); 2008-2009; Credit derivatives > United States.; Global Financial Crisis, 2008-2009.; BUSINESS & ECONOMICS > Investments & Securities > General.; Credit derivatives.; United States.; Electronic books.

"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? C...