TY  - BOOK
AU  - Bielecki,Tomasz R.
AU  - Brigo,Damiano
AU  - Patras,Frédéric
TI  - Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity 
T2  - Bloomberg Financial
SN  - 9781118003824
AV  - HG6024.U6 B54 2011eb
U1  - 332.64/57 22
PY  - 2011///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Global Financial Crisis (2008-2009)
KW  - fast
KW  - Credit derivatives
KW  - United States
KW  - Global Financial Crisis, 2008-2009
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - General
KW  - bisacsh
KW  - Electronic books
N1  - Includes bibliographical references and index; pt. 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
N2  - "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."--
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118531839
ER  -