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

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Bibliographic Details
Main Author: Bielecki, Tomasz R. 1955-
Other Authors: Brigo, Damiano 1966-, Patras, Frederic 1966-
Format: Book
Published: Hoboken, NJ Wiley 2011
Series:Bloomberg financial series
Subjects:
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:x, 754 p. ill. 26 cm
Bibliography:Includes bibliographical references and index
ISBN:9781576603581 (hardback)
157660358X (hardback)