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E-Book/E-Doc

Author

Bielecki, Tomasz R., 1955-

Title Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.

Imprint

Hoboken, N.J. : Wiley, 2011.

Connect to
Available to Pittsburg State University patrons only.

Copies

Location	Call No.	OPAC Message	Status
Axe ProQuest E-Book	Electronic Book	---	Available

Description	x, 754 p.
Bibliography	Includes bibliographical references and index.
Contents	pt. 1. Expert views -- pt. 2. Credit derivatives : methods -- pt. 3. Credit derivatives : products -- pt. 4. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings, risk contributions, and simulation.
Reproduction	Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject	Credit derivatives -- United States.
	Global Financial Crisis, 2008-2009.
Genre/Form	Electronic books.
Added Author	Brigo, Damiano, 1966-
	Patras, Frederic.
	ProQuest (Firm)
ISBN	9781576603581 (hbk.)
	9781118531839
	9780470879238 (electronic bk.)
	9781118003824 (ebk.)
	9781118003831 (ebk.)
	9780470879238 (e-book)