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

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:	Credit derivatives-United States Global financial crisis,2008-2009

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