Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2011
|
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index "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: | 1 Online-Ressource (x, 754 p.) |
| ISBN: | 9781118003824 1118003829 9781118003831 1118003837 9780470879238 0470879238 9781118531839 1118531833 |
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| 100 | 1 | |a Bielecki, Tomasz R. |e Verfasser |4 aut | |
| 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 Frédéric Patras |
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| 500 | |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."-- | ||
| 505 | 0 | |a 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 | |
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| 650 | 4 | |a Global Financial Crisis, 2008-2009 | |
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Datensatz im Suchindex
| _version_ | 1804150580355006464 |
|---|---|
| any_adam_object | |
| author | Bielecki, Tomasz R. |
| author_facet | Bielecki, Tomasz R. |
| author_role | aut |
| author_sort | Bielecki, Tomasz R. |
| author_variant | t r b tr trb |
| building | Verbundindex |
| bvnumber | BV041167580 |
| collection | ZDB-35-WCE ZDB-35-WIC |
| 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 |
| ctrlnum | (OCoLC)708566196 (DE-599)BVBBV041167580 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| geographic | USA |
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| id | DE-604.BV041167580 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:41:11Z |
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| isbn | 9781118003824 1118003829 9781118003831 1118003837 9780470879238 0470879238 9781118531839 1118531833 |
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| spelling | Bielecki, Tomasz R. Verfasser aut Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras Hoboken, N.J. Wiley 2011 1 Online-Ressource (x, 754 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index "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."-- 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 Credit derivatives / United States Global Financial Crisis, 2008-2009 Modell (DE-588)4039798-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf USA Kreditgeschäft (DE-588)4134687-7 s 1\p DE-604 Kreditrisiko (DE-588)4114309-7 s 2\p DE-604 Modell (DE-588)4039798-1 s 3\p DE-604 Risikomanagement (DE-588)4121590-4 s 4\p DE-604 Brigo, Damiano Sonstige oth Patras, Frédéric Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-57660-358-1 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118531839 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bielecki, Tomasz R. Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity 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 Credit derivatives / United States Global Financial Crisis, 2008-2009 Modell (DE-588)4039798-1 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Kreditgeschäft (DE-588)4134687-7 gnd |
| subject_GND | (DE-588)4039798-1 (DE-588)4121590-4 (DE-588)4114309-7 (DE-588)4134687-7 |
| 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 Frédéric Patras |
| title_fullStr | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras |
| title_full_unstemmed | Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras |
| 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 | Credit derivatives / United States Global Financial Crisis, 2008-2009 Modell (DE-588)4039798-1 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Kreditgeschäft (DE-588)4134687-7 gnd |
| topic_facet | Credit derivatives / United States Global Financial Crisis, 2008-2009 Modell Risikomanagement Kreditrisiko Kreditgeschäft USA |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118531839 |
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