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

by Tomasz R. Bielecki, Damiano Brigo, Frédéric Patras
February 2011
Intermediate to advanced content levelIntermediate to advanced
768 pages
22h 39m
English
Bloomberg Press
Content preview from Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

About the Contributors

Aurélien Alfonsi, Université Paris-Est, CERMICS

Samson Assefa, Équipe Analyse et Probabilité, Université d'Évry Val d'Essonne, and CRIS Consortium

Alexander L. Belikoff, Bloomberg LP

Tomasz R. Bielecki, Professor of Applied Mathematics, Illinois Institute of Technology

Christophette Blanchet-Scalliet, Université de Lyon

Damiano Brigo, Gilbart Professor of Financial Mathematics, King's College, London

Agostino Capponi, School of Industrial Engineering, Purdue University

Areski Cousin, Université de Lyon, Université Lyon 1, ISFA

Stéphane Crépey, Université d'Évry Val d'Essonne and CRIS Consortium

Pierre Del Moral, Centre INRIA Bordeaux Sud-Ouest and Institut de Mathematiques de Bordeaux

Rüdiger Frey, Department of Mathematics, ...

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Publisher Resources

ISBN: 9781118003831Purchase book