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Bielecki, Tomasz R.
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Bielecki, Tomasz R.
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Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras.
by
Bielecki, Tomasz R
., 1955-
Published 2011
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2
Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski.
by
Bielecki, Tomasz R
.
,
Rutkowski, Marek
Published 2004
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3
Stochastic Methods in Finance Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier.
by
Back, Kerry
,
Bielecki, Tomasz R
.
,
Hipp, Christian
,
Peng, Shige
,
Schachermayer, Walter
Published 2004
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4
Paris-Princeton Lectures on Mathematical Finance 2003 by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi.
by
Bielecki, Tomasz R
.
,
Björk, Tomas
,
Jeanblanc, Monique
,
Rutkowski, Marek
,
Scheinkman, Jose A.
,
Xiong, Wei
Published 2004
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Related Subjects
Economics, Mathematical
Electronic resources (E-books)
Probabilities
Game theory
Public finance
BUSINESS & ECONOMICS
Credit derivatives
General
Global Financial Crisis, 2008-2009
Investments & Securities
System theory