[Download pdf] Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial)
• Tomasz Bielecki, Damiano Brigo, Frederic Patras •
#2316628 in eBooks 2011-02-14 2011-02-14File Name: B004OC078K
0 of 0 people found the following review helpful. Five StarsBy assonken blondelPerfect for my PhD research0 of 1 people found the following review helpful. credit riskBy frontiersThis is a useful book about recent credit risk research provided by leading experts in several urgent topics such as the subprime crisis, Pricing and Hedging, CVA, CDO, RMBS, ratings, and liquidity. I would strongly recommend this book for those who want to know about the current research topics.2 of 2 people found theA 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... [PDF.ra57] Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial) Rating: 4.83 (620 Votes)
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