Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Hardcover)
暫譯: 信用風險前沿:次貸危機、定價與對沖、CVA、MBS、評級與流動性(精裝版)

Tomasz Bielecki, Damiano Brigo, Frederic Patras

  • 出版商: Bloomberg Press
  • 出版日期: 2011-02-08
  • 售價: $2,450
  • 貴賓價: 9.5$2,328
  • 語言: 英文
  • 頁數: 768
  • 裝訂: Hardcover
  • ISBN: 157660358X
  • ISBN-13: 9781576603581
  • 海外代購書籍(需單獨結帳)

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商品描述

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 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.

商品描述(中文翻譯)

及時指南:理解與實施信用衍生工具

信用衍生工具將持續存在,並在未來的金融領域中扮演重要角色。但這個角色將是什麼?需要解決哪些問題和挑戰?我們能從信用危機中學到什麼教訓?


信用風險前沿 通過呈現該領域的最新研究,並針對金融危機所暴露的重要問題,提供了這些問題及其他問題的答案。它從現實世界的角度探討這個主題,處理流動性、數據不良、信用利差等問題,以及投資組合產品和對沖及風險管理技術的最新創新。



  • 提供信用衍生工具理論與實務的最新進展的連貫介紹

  • 考慮到金融危機後世界的新產品和風險需求

  • 包含有關信用衍生工具市場各個方面的信息,以及針對這些方面的前沿研究


如果您想更好地理解信用衍生工具如何幫助您的交易或投資活動,那麼 信用風險前沿 是您必須閱讀的書籍。