عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781576603581 (hardback)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras
Title Proper
Credit risk frontiers
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, NJ
Name of Publisher, Distributor, etc.
Wiley,
Date of Publication, Distribution, etc.
2011
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
x, 754 p.
SERIES
Series Title
Financial series
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"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? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects. If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read."--Provided by publisher.
OTHER VARIANT TITLES
Variant Title
subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
TOPICAL NAME USED AS SUBJECT
Entry Element
Credit derivatives, United States
Entry Element
Global Financial Crisis, 2008-2009
OTHER CLASS NUMBERS
Class number
332
.
6457
,
B582c
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
Relator Code
Bielecki, Tomasz R.,1955-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Entry Element
Bielecki, Tomasz R.,1955-
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Brigo, Damiano,1966-
Entry Element
Patras, Fraedaeric.
