Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity

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Bibliographic Information

Title
"Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity"
Statement of Responsibility
Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras
Publisher
  • Bloomberg Press, an imprint of Wiley
Publication Year
  • c2011
Book size
26 cm
Series Name / No
  • : hardback

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Notes

"Further reading": p. 725-726

Includes bibliographical references and index

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