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

Bibliographic Details
Main Author: Bielecki, Tomas R.
Other Authors: Brigo, Damiano, Patras, Frederic
Format: Book
Published: New Jersey: Bloomberg Press, 2011.
Subjects:
Description
Item Description:Includes index
Physical Description:x, 754p: ill; 26cm.
ISBN:9781576603581