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Bielecki, Tomasz

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Bielecki, Tomasz - Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity, ebook

59,50€

Ebook, ePUB with Adobe DRM
ISBN: 9781118003831
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Printing226 pages with an additional page accrued every 4 hours, capped at 226 pages
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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.

Keywords: the handbook of credit derivatives, handbook of credit derivatives, credit derivatives, credit derivatives market, market for credit derivatives, Tomasz Bielecki, Bielecki, Damiano, Brigo, Patras, Frederic, Bloomberg press, credit crisis, credit freeze, guide to credit derivatives, credit derivatives guide, credit derivative information, asset swaps, credit portfolios, credit risk counterparty risk, credit default swaps, CDS, single name CDS, credit ratings, credit linked notes, CLN, syntheic CDOs, cashflow CDOs, credit derivative products

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2011
Language
en
Edition
1
Series
Bloomberg Financial
Page amount
288 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118003831
Printed ISBN
9781576603581

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