Автор: Tomasz Bielecki

. Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Tomasz Bielecki

A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And...

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