Bielecki, Tomasz

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

332.645 / BIE