Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity.
Autores principales: | Brigo, Damiano (Autor), Patras, Frederic (Autor) |
---|---|
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Bloomberg Press
2011.
|
Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Ejemplares similares
-
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
por: Bielecki, Tomasz R., 1955-
Publicado: (2011) -
Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit /
por: Kasapis, Andrew
Publicado: (2009) -
Perturbation methods in credit derivatives : strategies for efficient risk management /
por: Turfus, Colin
Publicado: (2021) -
Structured credit products : credit derivatives and synthetic securitisation /
por: Choudhry, Moorad
Publicado: (2010) -
Credit correlation : life after copulas /
Publicado: (2008)