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.