Abstract: Free Access Index Tomasz R. Bielecki, Tomasz R. BieleckiSearch for more papers by this authorDamiano Brigo, Damiano BrigoSearch for more papers by this authorFédéric Patras, Fédéric PatrasSearch for more papers by this author Book Author(s):Tomasz R. Bielecki, Tomasz R. BieleckiSearch for more papers by this authorDamiano Brigo, Damiano BrigoSearch for more papers by this authorFédéric Patras, Fédéric PatrasSearch for more papers by this author First published: 24 January 2011 https://doi.org/10.1002/9781118531839.index AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity RelatedInformation