Credit risk frontiers : subprime crisis,pricing and hedging, CVA, MBS, ratings, and liquidity

Main Author: Bielecki, Tomasz R.
Other Authors: Patras, Frďřic, Brigo, Damiano
Published: Hoboken, NJ: John Wiley & Sons, Inc., 2011.
Series:Bloomberg financial series
Subjects:
Physical Description:x, 754 p.: ill.; 26 cm..
Bibliography:Includes bibliographical references and index
ISBN:9781576603581 (hardback)