Credit Risk Frontiers
| Autor: | Tomasz Bielecki, Damiano Brigo, Frederic Patras |
|---|---|
| EAN: | 9780470879238 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 21.01.2011 |
| Untertitel: | Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity |
| Kategorie: | |
| Schlagworte: | Bielecki Bloomberg press Brigo Damiano Frederic Patras Tomasz Bielecki credit crisis credit derivatives credit derivatives market credit free handbook of credit derivatives market for credit derivatives the handbook of credit derivatives |
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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 what lessons can be learned from the credit mess?
Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis, It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques,
- Provides a coherent presentation of recent advances in the theory and practice of credit derivatives
- Takes into account the new products and risk requirements of a post financial crisis world
- Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects
If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read,
Tomasz R, Bielecki is a Professor of Applied Mathematics at the Illinois Institute of Technology, He is the author of numerous research papers in the areas of stochastic analysis, stochastic control, manufacturing systems, operations research, and mathematical finance, Bielecki is a coauthor of the monographs Credit Risk: Modeling, Valuation and Hedging and Credit Risk Modeling, He has been a recipient of various research grants and awards and consults for various financial companies,
Damiano Brigo was recently appointed as Gilbart Professor of Financial Mathematics at King's College, London, heading the research of the mathematicalfinance group, He has published more than fifty worksin top journals on mathematical finance, systemstheory, probability, and statistics; a book for Springer-Verlag that has become a field reference in stochasticinterest rate modeling; and a book for Wiley on creditmodels and the crisis, Brigo obtained a PhD in stochastic filtering with differential geometry in 1996 from the Free University of Amsterdam,
Frédéric Patras is Director of Research at the Centre National de la Recherche Scientifique (Université de Nice, France) and head of quantitative analysis at Zeliade Systems, a software and service provider for financial institutions, He studied at the école Normale Supérieure (Paris) and obtained a PhD in mathematics at the Université Paris 7-Denis Diderot, He has authored more than thirty research papers in combinatorics, mathematical physics, probability, statistics, and mathematical finance,
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