| 000 | 04794cam a2200841Ma 4500 | ||
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| 001 | ocn708566196 | ||
| 003 | OCoLC | ||
| 005 | 20171224113611.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 101025s2011 nju ob 001 0 eng d | ||
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| 019 |
_a705263675 _a705868760 |
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| 020 |
_a9781118003824 _q(electronic bk.) |
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| 020 |
_a9781118531839 _q(electronic bk.) |
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| 020 |
_a1118531833 _q(electronic bk.) |
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| 020 |
_z9781576603581 _q(hbk.) |
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_aAU@ _b000048807431 |
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_a(OCoLC)708566196 _z(OCoLC)705263675 _z(OCoLC)705868760 |
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| 037 |
_a70D533C5-EF64-4929-B295-D325DA987CBC _bOverDrive, Inc. _nhttp://www.overdrive.com |
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| 043 | _an-us--- | ||
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_aHG6024.U6 _bB54 2011eb |
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| 072 | 7 |
_aBUS _x036000 _2bisacsh |
|
| 082 | 0 | 4 |
_a332.64/57 _222 |
| 049 | _aMAIN | ||
| 100 | 1 |
_aBielecki, Tomasz R., _d1955- |
|
| 245 | 1 | 0 |
_aCredit risk frontiers : _bsubprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / _cTomasz R. Bielecki, Damiano Brigo, and Frédéric Patras. |
| 260 |
_aHoboken, N.J. : _bWiley, _c2011. |
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| 300 | _a1 online resource (x, 754 pages). | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 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. | |
| 588 | 0 | _aPrint version record. | |
| 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. |
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| 611 | 2 | 7 |
_aGlobal Financial Crisis (2008-2009) _2fast _0(OCoLC)fst01755654 |
| 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 |
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| 648 | 7 |
_a2008-2009 _2fast |
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| 655 | 4 | _aElectronic books. | |
| 700 | 1 |
_aBrigo, Damiano, _d1966- |
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| 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 |
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