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Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
"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? C...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
2011.
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| Colección: | Bloomberg Financial.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.