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? C...
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
[New York, NY]
Bloomberg Press
2011
|
| Schriftenreihe: | Financial series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | "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."-- 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. |
| Beschreibung: | Includes bibliographical references and index. - Enth. 22 Beitr. |
| Beschreibung: | X, 754 S. graph. Darst. 26 cm |
| ISBN: | 9781576603581 |
Internformat
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| 245 | 1 | 0 | |a Credit risk frontiers |b subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |c Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.] |
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| 520 | 1 | |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."-- | |
| 520 | 8 | |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. | |
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| id | DE-604.BV037435389 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:24:19Z |
| institution | BVB |
| isbn | 9781576603581 |
| language | English |
| lccn | 2010045236 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022587402 |
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| physical | X, 754 S. graph. Darst. 26 cm |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Bloomberg Press |
| record_format | marc |
| series2 | Financial series |
| spelling | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.] [New York, NY] Bloomberg Press 2011 X, 754 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Financial series Includes bibliographical references and index. - Enth. 22 Beitr. "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."-- 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. Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Modell (DE-588)4039798-1 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 s DE-604 Kreditrisiko (DE-588)4114309-7 s Risikomanagement (DE-588)4121590-4 s Modell (DE-588)4039798-1 s Bielecki, Tomasz R. 1955- Sonstige (DE-588)12323400X oth DE-601 pdf/application http://www.gbv.de/dms/zbw/638300126.pdf kostenfrei Inhaltsverzeichnis |
| spellingShingle | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Modell (DE-588)4039798-1 gnd |
| subject_GND | (DE-588)4134687-7 (DE-588)4114309-7 (DE-588)4121590-4 (DE-588)4039798-1 |
| title | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_auth | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_exact_search | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_full | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.] |
| title_fullStr | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.] |
| title_full_unstemmed | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras [eds.] |
| title_short | Credit risk frontiers |
| title_sort | credit risk frontiers subprime crisis pricing and hedging cva mbs ratings and liquidity |
| title_sub | subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| topic | Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Modell (DE-588)4039798-1 gnd |
| topic_facet | Kreditgeschäft Kreditrisiko Risikomanagement Modell |
| url | http://www.gbv.de/dms/zbw/638300126.pdf |
| work_keys_str_mv | AT bieleckitomaszr creditriskfrontierssubprimecrisispricingandhedgingcvambsratingsandliquidity |