Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / (Record no. 204963)
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| 000 -LEADER | |
|---|---|
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| 001 - CONTROL NUMBER | |
| control field | ocn708566196 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171119091423.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101025s2011 nju ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118003824 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118003829 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118003831 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118003837 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470879238 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470879238 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118531839 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118531833 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781576603581 |
| Qualifying information | (hbk.) |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000048807431 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHBIS |
| System control number | 009914496 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHNEW |
| System control number | 000614786 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHVBK |
| System control number | 175204578 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041053143 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041167580 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 396953204 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15915683 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)708566196 |
| Canceled/invalid control number | (OCoLC)705263675 |
| -- | (OCoLC)705868760 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 70D533C5-EF64-4929-B295-D325DA987CBC |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | E7B |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | E7B |
| Modifying agency | CDX |
| -- | OCLCQ |
| -- | VT2 |
| -- | OCLCO |
| -- | CUS |
| -- | OCLCQ |
| -- | DG1 |
| -- | OCLCF |
| -- | TEFOD |
| -- | EBLCP |
| -- | YDXCP |
| -- | MHW |
| -- | N$T |
| -- | DEBSZ |
| -- | TEFOD |
| -- | OCLCQ |
| -- | COO |
| -- | S3O |
| -- | OCL |
| -- | OCLCQ |
| -- | DG1 |
| 043 ## - GEOGRAPHIC AREA CODE | |
| Geographic area code | n-us--- |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.U6 |
| Item number | B54 2011eb |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 036000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/57 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bielecki, Tomasz R., |
| Dates associated with a name | 1955- |
| 245 10 - TITLE STATEMENT | |
| Title | Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / |
| Statement of responsibility, etc. | Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras. |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Hoboken, N.J. : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (x, 754 pages). |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Bloomberg Financial |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | pt. 1. Expert views -- pt. 2. Credit derivatives : methods -- pt. 3. Credit derivatives : products -- pt. 4. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings, risk contributions, and simulation. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "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."-- |
| Assigning source | Provided by publisher. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record. |
| 611 27 - SUBJECT ADDED ENTRY--MEETING NAME | |
| Meeting name or jurisdiction name as entry element | Global Financial Crisis (2008-2009) |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01755654 |
| 648 #7 - SUBJECT ADDED ENTRY--CHRONOLOGICAL TERM | |
| Chronological term | 2008-2009 |
| Source of heading or term | fast |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Credit derivatives |
| Geographic subdivision | United States. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Global Financial Crisis, 2008-2009. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Credit derivatives |
| Geographic subdivision | United States. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Global Financial Crisis, 2008-2009. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Investments & Securities |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Credit derivatives. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00882587 |
| 651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Geographic name | United States. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01204155 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Brigo, Damiano, |
| Dates associated with a name | 1966- |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Patras, Frédéric. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Bielecki, Tomasz R., 1955- |
| Title | Credit risk frontiers. |
| Place, publisher, and date of publication | Hoboken, N.J. : Wiley, 2011 |
| Record control number | (DLC) 2010045236 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Bloomberg Financial. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118531839 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.