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Type: BOOK - Published: 2013-01-17 - Publisher: OUP Oxford
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling ana
Language: en
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Type: BOOK - Published: 2017-11-15 - Publisher: Springer
This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guida
Language: en
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Pages: 721
Type: BOOK - Published: 2012-08-23 - Publisher: Springer Science & Business Media
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that wa
Language: en
Pages: 456
Pages: 456
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Language: en
Pages: 302
Pages: 302
Type: BOOK - Published: 2008-12-01 - Publisher: Emerald Group Publishing
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financ
