Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
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...
| Main Author: | |
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| Other Authors: | , |
| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, N.J. :
Wiley
2011.
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| Edition: | 1st edition |
| Series: | Bloomberg Financial
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628070706719 |
Table of Contents:
- 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.
