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:
LEADER 00885cam a2200217 7i4500
001 0000098352
005 20140415090000.0
020 # 0 |a 9781576603581 (hardback)  
090 0 0 |a HG 6024 .U6   |b B5 2011 
100 1 # |a Bielecki, Tomasz R.  
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 Frďřic Patras. 
260 # # |a Hoboken, NJ:   |b John Wiley & Sons, Inc.,   |c 2011. 
300 # # |a x, 754 p.:   |b ill.;   |c 26 cm.. 
490 0 0 |a Bloomberg financial series 
504 0 0 |a Includes bibliographical references and index 
590 # # |a Pusat Pengajian Perniagaan dan Pengurusan Maritim 
650 0 0 |a Global Financial Crisis, 2008-2009  
650 0 0 |a Credit derivatives --   |z United States  
700 1 1 |a Patras, Frďřic  
700 1 1 |a Brigo, Damiano  
999 |a 1100086202  |b Book  |c Open Shelf  |e KOLEKSI TERBUKA