| 000 | 02439nam a2200337 a 4500 | ||
|---|---|---|---|
| 005 | 20250930133134.0 | ||
| 008 | 120323s2011 njua b 001 0 eng | ||
| 020 |
_a9781576603581 (hbk.) _cRM138.24 |
||
| 039 | 9 |
_a201206111514 _bzaina _c201204231736 _dsanusi _y03-23-2012 _zlatihan |
|
| 040 | _dUKM | ||
| 090 | _aHG6024.U6B545 | ||
| 090 |
_aHG6024.U6 _bB545 |
||
| 100 | 1 |
_aBielecki, Tomasz R., _d1955- |
|
| 245 | 1 | 0 |
_aCredit risk frontiers : _bsubprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / _cTomasz R. Bielecki, Damiano Brigo, and Frederic Patras |
| 260 |
_aHoboken, NJ : _bWiley, _c2011. |
||
| 300 |
_ax, 754 p. : _bill. ; _c26 cm. |
||
| 490 | 0 | _aFinancial series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 |
_a'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.'-- _cProvided by publisher. |
||
| 650 | 0 |
_aCredit derivatives _zUnited States. |
|
| 650 | 0 |
_aGlobal Financial Crisis, 2008-2009 _965478 |
|
| 700 | 1 |
_aBrigo, Damiano, _d1966- |
|
| 700 | 1 | _aPatras, Frederic. | |
| 907 |
_a.b15288092 _b2021-05-28 _c2019-11-12 |
||
| 942 |
_c01 _n0 _kHG6024.U6B545 |
||
| 914 | _avtls003492640 | ||
| 990 | _azsz | ||
| 991 | _aFakulti Ekonomi dan Pengurusan | ||
| 998 |
_at _b2012-10-03 _cm _da _feng _gnju _y0 _z.b15288092 |
||
| 999 |
_c512694 _d512694 |
||