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Credit Derivatives Pricing Models
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Pages: 396
Authors: Philipp J. Schönbucher
Categories: Business & Economics
Type: BOOK - Published: 2003-10-31 - Publisher: John Wiley & Sons

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Credit Risk
Language: en
Pages: 600
Authors: Niklas Wagner
Categories: Business & Economics
Type: BOOK - Published: 2008-05-28 - Publisher: CRC Press

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Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme
Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 569
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

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This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Financial Derivatives Pricing: Selected Works Of Robert Jarrow
Language: en
Pages: 609
Authors: Robert A Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2008-10-08 - Publisher: World Scientific

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I
Credit Risk
Language: en
Pages: 415
Authors: Darrell Duffie
Categories: Business & Economics
Type: BOOK - Published: 2012-01-12 - Publisher: Princeton University Press

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In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk