Frederic Patras: 1 book
Credit Risk Frontiers
Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
Language: English
Release Date: February 14, 2011
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...
