Credit risk frontiers : Subprime crisis, pricing and hedging, CVA, MBS, ratings and liquidity /
Tomasz R. Bielecki, Damiano Brigo and Frederic Patras
- New Jersey Bloomberg 2011
- xiv, 1082p
- Blomberg financial series .
9781576603581
Global financial crisis, 2008-2009 Credit derivaties-United States Financial economics Economics