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? Credit...
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley
2011.
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| Edición: | 1st edition |
| Colección: | Bloomberg Financial
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628070706719 |
| Sumario: | 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 |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (768 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781283025096 9781118531839 9786613025098 9780470879238 |
