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Credit Risk Frontiers

Bielecki - Credit Risk Frontiers; Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (2011)

Credit Risk Frontiers

Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

 

مؤلف: Tomasz R. Bielecki, Damiano Brigo, Frederic Patras

ناشر: Wiley & Sons

سال نشر: 2011 میلادی

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