Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
Bloomberg Press; 1 edition | February 8, 2011 | ISBN-10: 157660358X | 754 pages | PDF | 10.20 MB
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?