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Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Bloomberg Press
2011
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1521529 |
| _version_ | 1780929064273444864 |
|---|---|
| author | Bielecki, Tomasz R Brigo, Damiano Patras, Frédéric |
| author_facet | Bielecki, Tomasz R Brigo, Damiano Patras, Frédéric |
| author_sort | Bielecki, Tomasz R |
| collection | CERN |
| id | cern-1521529 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2011 |
| publisher | Bloomberg Press |
| record_format | invenio |
| spelling | cern-15215292021-04-21T23:00:18Zhttp://cds.cern.ch/record/1521529engBielecki, Tomasz RBrigo, DamianoPatras, FrédéricCredit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity XXBloomberg Pressoai:cds.cern.ch:15215292011 |
| spellingShingle | XX Bielecki, Tomasz R Brigo, Damiano Patras, Frédéric Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title | Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_full | Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_fullStr | Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_full_unstemmed | Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_short | Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity |
| title_sort | credit risk frontiers: subprime crisis, pricing and hedging, cva, mbs, ratings, and liquidity |
| topic | XX |
| url | http://cds.cern.ch/record/1521529 |
| work_keys_str_mv | AT bieleckitomaszr creditriskfrontierssubprimecrisispricingandhedgingcvambsratingsandliquidity AT brigodamiano creditriskfrontierssubprimecrisispricingandhedgingcvambsratingsandliquidity AT patrasfrederic creditriskfrontierssubprimecrisispricingandhedgingcvambsratingsandliquidity |