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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MARC

LEADER 00000n a2200000 a 4501
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