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OR_ocn741259021 |
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OCoLC |
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20231017213018.0 |
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m o d |
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cr un|---uuuuu |
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110321s2011 xx o 000 0 eng d |
| 040 |
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|a IDEBK
|b eng
|e pn
|c IDEBK
|d OCLCQ
|d UMI
|d COO
|d DEBSZ
|d OCLCQ
|d GBVCP
|d OCLCO
|d OCLCF
|d OCLCO
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| 019 |
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|a 794059568
|a 816648938
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| 020 |
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|a 9781576603581
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| 020 |
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|a 157660358X
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|a DEBBG
|b BV040901086
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|a DEBSZ
|b 378282786
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|a DEBSZ
|b 381371182
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| 035 |
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|a (OCoLC)741259021
|z (OCoLC)794059568
|z (OCoLC)816648938
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| 082 |
0 |
4 |
|a 332.6457
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| 049 |
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|a UAMI
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| 245 |
0 |
0 |
|a Credit Risk Frontiers :
|b Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity.
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| 260 |
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|b Bloomberg Press
|c 2011.
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| 300 |
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|a 1 online resource (288)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 505 |
0 |
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|a Cover -- Contents -- Foreword -- Introduction -- Part I: Expert Views -- Chapter 1 Origins of the Crisis and Suggestions for Further Research -- Chapter 2 Quantitative Finance: Friend or Foe? -- Part II: Credit Derivatives -- Chapter 3 An Introduction to Multiname Modeling in Credit Risk -- Chapter 4 A Simple Dynamic Model for Pricing and Hedging Heterogeneous Cdos -- Chapter 5 Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach -- Chapter 6 Dynamic Hedging of Synthetic Cdo Tranches: Bridging the Gap Between Theory and Practice -- Chapter 7 Filtering and Incomplete Information in Credit Risk -- Chapter 8 Options on Credit Default Swaps and Credit Default Indexes -- Part III: Credit Derivatives -- Chapter 9 Valuation of Structured Finance Products With Implied Factor Models -- Chapter 10 Toward Market-Implied Valuations of Cash-Flow Clo Structures -- Chapter 11 Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis -- Part IV: Counterparty Risk Pricing And Credit Valuation Adjustment -- Chapter 12 Cva Computation for Counterparty Risk Assessment in Credit Portfolios -- Chapter 13 Structural Counterparty Risk Valuation for Credit Default Swaps -- Chapter 14 Credit Calibration With Structural Models and Equity Return Swap Valuation Under Counterparty Risk -- Chapter 15 Counterparty Valuation Adjustments -- Chapter 16 Counterparty Risk Management and Valuation -- Part V: Equity To Credit -- Chapter 17 Pricing and Hedging With Equity-Credit Models -- Chapter 18 Unified Credit-Equity Modeling -- Part VI: Miscellanea -- Chapter 19 Liquidity Modeling for Credit Default Swaps: An Overview -- Chapter 20 Stressing Rating Criteria Allowing for Default Clustering: The Cpdo Case -- Chapter 21 Interacting Path Systems for Credit Risk -- Chapter 22 Credit Risk Contributions -- Conclusion -- Further Reading -- About the Contributors -- Index.
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| 590 |
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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| 650 |
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0 |
|a Credit derivatives.
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| 650 |
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0 |
|a Global Financial Crisis, 2008-2009.
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| 650 |
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4 |
|a Credit derivatives
|z United States.
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| 650 |
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4 |
|a Global Financial Crisis, 2008-2009.
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| 650 |
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6 |
|a Instruments dérivés de crédit.
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| 650 |
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6 |
|a Crise financière mondiale, 2008-2009.
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| 650 |
|
7 |
|a Credit derivatives
|2 fast
|0 (OCoLC)fst00882587
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| 650 |
|
7 |
|a Credit derivatives / United States.
|2 local
|
| 650 |
|
7 |
|a Global Financial Crisis, 2008-2009.
|2 local
|
| 647 |
|
7 |
|a Global Financial Crisis
|d (2008-2009)
|2 fast
|0 (OCoLC)fst01755654
|
| 648 |
|
7 |
|a 2008-2009
|2 fast
|
| 655 |
|
4 |
|a Electronic resource.
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| 700 |
1 |
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|a Brigo, Damiano.
|4 aut
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| 700 |
1 |
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|a Patras, Frederic.
|4 aut
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| 720 |
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|a Bielecki, Tomasz.
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9781118003831/?ar
|z Texto completo (Requiere registro previo con correo institucional)
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| 938 |
|
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|a ProQuest MyiLibrary Digital eBook Collection
|b IDEB
|n 302509
|
| 994 |
|
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|a 92
|b IZTAP
|
