Bielecki, Tomasz R., 1955-
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.
- Hoboken, NJ : Wiley, c2011.
- x, 754 p. : ill. ; 26 cm.
- Financial series. .
Fakulti Keusahawanan & Perniagaan.
Includes bibliographical references and index.
9781576603581
Credit derivatives--United States.
Global Financial Crisis, 2008-2009.