عنوان

Credit risk frontiers :

شابک

157660358X (hardback)

شابک

9781576603581 (hardback)

شماره

b431667

عنوان اصلي

Credit risk frontiers :

نام عام مواد

[Book]

ساير اطلاعات عنواني

subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /

نام نخستين پديدآور

Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras

محل نشرو پخش و غیره

Hoboken, NJ :

نام ناشر، پخش کننده و غيره

Wiley,

تاریخ نشرو بخش و غیره

c2011

نام خاص و کميت اثر

x, 754 p. :

ساير جزييات

ill. ;

ابعاد

26 cm

عنوان فروست

Financial series

متن يادداشت

Includes bibliographical references and index

متن يادداشت

"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."--

موضوع مستند نشده

Credit derivatives-- United States

موضوع مستند نشده

Global Financial Crisis, 2008-2009

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Bielecki, Tomasz R.,1955-

مستند نام اشخاص تاييد نشده

Brigo, Damiano,1966-

مستند نام اشخاص تاييد نشده

Patras, Frédéric

تاريخ عمليات

20110310231919.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y