Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
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Main Author: | |
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Other Authors: | , |
Format: | Book |
Published: |
Hoboken, NJ
Wiley
2011
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Series: | Bloomberg financial series
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Subjects: | |
Online Access: | Click Here to View Status and Holdings. |
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LEADER | 00000n a2200000 a 4501 | ||
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001 | wils-475068 | ||
020 | # | # | |a 9781576603581 (hardback) |
020 | # | # | |a 157660358X (hardback) |
040 | # | # | |a DLC |d ITMB |
090 | 0 | 0 | |a HG6024.U6 |b B54 2011 |
100 | 1 | # | |a Bielecki, Tomasz R. |d 1955- |
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 |
260 | # | # | |a Hoboken, NJ |b Wiley |c 2011 |
300 | # | # | |a x, 754 p. |b ill. |c 26 cm |
490 | 1 | # | |a Financial series |
504 | # | # | |a Includes bibliographical references and index |
650 | # | 0 | |a Credit derivatives |z United States |
650 | # | 0 | |a Global Financial Crisis, 2008-2009 |
700 | 1 | # | |a Brigo, Damiano |d 1966- |
700 | # | # | |a Patras, Frederic |d 1966- |
830 | # | 1 | |a Bloomberg financial series |
856 | 4 | 0 | |z Click Here to View Status and Holdings. |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=475068 |
964 | # | # | |c BOK |d BM |