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Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity (Hardcover)

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Product Overview

The Size and Complexity of credit markets in general, and credit derivatives in particular, have posed a serious challenge for both market practitioners and quantitative modelers. While the demands of trading and risk management in this rapidly growing market have spurred the development of quantitative methodologies for modeling, valuation, and management of credit risk---with a focus on credit derivatives---the recent financial crisis has proven that the challenges we face in this field have not been fully, and sometimes, properly addressed.

Nobody understands this better than Tomasz Bielecki, Damiano Brigo, and Frederic Patras. And now, with Credit Risk Frontiers, they've created an innovative volume---comprised of contributed articles from some of today's most respected academics and practitioners in this area---that deals with several urgent topics, such as the subprime crisis, the pricing and hedging of credit risk, collateralized loan obligations (CLO), ratings, and liquidity.

Divided into six comprehensive parts, this reliable guide provides a coherent presentation of the recent advancements in the theory and practice of credit risk analysis and management, with an emphasis on issues that are relevant to the current state, and future, of credit markets.

The information found here presents a renewed picture of the field, taking into account the lessons of the past to push forward with new models, ideas, and methods. Designed for those who are serious about understanding new ways of modeling and managing credit risk and derivatives, Credit Risk Frontiers will help you excel at this difficult endeavor.


Publisher Bloomberg Pr
Mfg Part# 9781576603581
SKU 217547801
Format Hardcover
ISBN10 157660358X
Release Date 8/13/2012
Product Attributes
eBooks Kobo
Book Format Hardcover
Number of Pages 0754
Publisher Bloomberg Press
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