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Credit Risk Frontiers "Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liq"

Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liq

Credit Risk Frontiers "Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liq". Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liq

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  • ISBN:9781576603581
  • Editorial: Bloomberg Press.
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:754
  • Idiomas:Español

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This book addresses these aspects of modeling and analysis of credit derivatives that have not been adequately studied and/or adequately understood in the past. The book presents both survey chapters regarding various aspects of the credit derivative market as well as chapters featuring cutting edge research regarding those aspects. Once the dust settles after the current credit crisis, the credit markets will be facing challenges that this research addresses, contributing to the improved health of the post-crisis credit world. Readers will get a coherent presentation of recent advance in the theory and practice of credit derivatives with a focus on specific topics that are relevant to the current credit crisis and the future of credit markets. The research is presented at a high mathematical and computational level. Potential contributors will be truly international in flavor and include Peter Carr; Frank Fabozzi; professors from Columbia University, University of Chicago, Stanford; and experts from industry such as JP Morgan, Fitch Ratings, ABN AMRO, and Soc Gen. A preliminary list of potential contributors (described as "impressive" by Bjorn Flesaker of Peter Carr's group) that the authors plan to contact is on the server.

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