About the Contributors

Aurélien Alfonsi, Université Paris-Est, CERMICS

Samson Assefa, Équipe Analyse et Probabilité, Université d'Évry Val d'Essonne, and CRIS Consortium

Alexander L. Belikoff, Bloomberg LP

Tomasz R. Bielecki, Professor of Applied Mathematics, Illinois Institute of Technology

Christophette Blanchet-Scalliet, Université de Lyon

Damiano Brigo, Gilbart Professor of Financial Mathematics, King's College, London

Agostino Capponi, School of Industrial Engineering, Purdue University

Areski Cousin, Université de Lyon, Université Lyon 1, ISFA

Stéphane Crépey, Université d'Évry Val d'Essonne and CRIS Consortium

Pierre Del Moral, Centre INRIA Bordeaux Sud-Ouest and Institut de Mathematiques de Bordeaux

Rüdiger Frey, Department of Mathematics, ...

Get Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.