000 04431cam a2200745Ma 4500
001 ocn708566196
003 OCoLC
005 20171119091423.0
006 m o d
007 cr cn|||||||||
008 101025s2011 nju ob 001 0 eng d
020 _a9781118003824
_q(electronic bk.)
020 _a1118003829
_q(electronic bk.)
020 _a9781118003831
_q(electronic bk.)
020 _a1118003837
_q(electronic bk.)
020 _a9780470879238
_q(electronic bk.)
020 _a0470879238
_q(electronic bk.)
020 _a9781118531839
_q(electronic bk.)
020 _a1118531833
_q(electronic bk.)
020 _z9781576603581
_q(hbk.)
029 1 _aAU@
_b000048807431
029 1 _aCHBIS
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029 1 _aCHNEW
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029 1 _aCHVBK
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029 1 _aDEBBG
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029 1 _aDEBBG
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029 1 _aDEBSZ
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029 1 _aNZ1
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035 _a(OCoLC)708566196
_z(OCoLC)705263675
_z(OCoLC)705868760
037 _a70D533C5-EF64-4929-B295-D325DA987CBC
_bOverDrive, Inc.
_nhttp://www.overdrive.com
040 _aE7B
_beng
_epn
_cE7B
_dCDX
_dOCLCQ
_dVT2
_dOCLCO
_dCUS
_dOCLCQ
_dDG1
_dOCLCF
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_dYDXCP
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_dDEBSZ
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043 _an-us---
049 _aMAIN
050 4 _aHG6024.U6
_bB54 2011eb
072 7 _aBUS
_x036000
_2bisacsh
082 0 4 _a332.64/57
_222
100 1 _aBielecki, Tomasz R.,
_d1955-
245 1 0 _aCredit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
_cTomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
_h[electronic resource]
260 _aHoboken, N.J. :
_bWiley,
_c2011.
300 _a1 online resource (x, 754 pages).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aBloomberg Financial
504 _aIncludes bibliographical references and index.
505 0 _apt. 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.
520 _a"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."--
_cProvided by publisher.
588 0 _aPrint version record.
611 2 7 _aGlobal Financial Crisis (2008-2009)
_2fast
_0(OCoLC)fst01755654
648 7 _a2008-2009
_2fast
650 0 _aCredit derivatives
_zUnited States.
650 0 _aGlobal Financial Crisis, 2008-2009.
650 4 _aCredit derivatives
_zUnited States.
650 4 _aGlobal Financial Crisis, 2008-2009.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aCredit derivatives.
_2fast
_0(OCoLC)fst00882587
651 7 _aUnited States.
_2fast
_0(OCoLC)fst01204155
655 4 _aElectronic books.
700 1 _aBrigo, Damiano,
_d1966-
700 1 _aPatras, Frédéric.
776 0 8 _iPrint version:
_aBielecki, Tomasz R., 1955-
_tCredit risk frontiers.
_dHoboken, N.J. : Wiley, 2011
_w(DLC) 2010045236
830 0 _aBloomberg Financial.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118531839
_zWiley Online Library
942 _2ddc
_cBK
999 _c204963
_d204963