Omslagsbillede

QR Code

Credit correlation life after copulas /

Saved in:

Bibliografiske detaljer
Institution som forfatter:	ebrary, Inc
Andre forfattere:	Lipton, Alexander, Rennie, Andrew, 1968-
Format:	Electronisk eBog
Sprog:	engelsk
Udgivet:	New Jersey : World Scientific, c2008.
Fag:	Credit derivatives. Electronic books.
Online adgang:	An electronic book accessible through the World Wide Web; click to view
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Lignende værker

Structured credit products credit derivatives and synthetic securitisation /
af: Choudhry, Moorad
Udgivet: (2010)

Credit derivatives instruments, applications and pricing /
Udgivet: (2004)

Applications of credit derivatives opportunities and risks involved in credit derivatives /
af: Seemann, Harald
Udgivet: (2008)

Modelling single-name and multi-name credit derivatives
af: O'Kane, Dominic
Udgivet: (2008)

Credit derivatives investing and risk management /
af: Chaplin, Geoff
Udgivet: (2010)

The art of credit derivatives demystifying the black swan /
af: Garcia, João
Udgivet: (2010)

The use (and abuse) of CDS spreads during distress
af: Siṃha, Manamohana
Udgivet: (2009)

The credit risk transfer market and stability implications for U.K. financial institutions
af: Chan-Lau, Jorge A.
Udgivet: (2006)

Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
af: Ben Dor, Arik
Udgivet: (2012)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
af: Gregory, Jon
Udgivet: (2014)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
af: Gregory, Jon, Ph. D.
Udgivet: (2012)

Advanced equity derivatives : volatility and correlation /
af: Bossu, Sébastien
Udgivet: (2014)

Counterparty credit risk the new challenge for global financial markets /
af: Gregory, Jon, Ph. D.
Udgivet: (2010)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
af: Chan-Lau, Jorge A.
Udgivet: (2006)

Financial derivative and energy market valuation theory and implementation in MATLAB /
af: Mastro, Michael A., 1975-
Udgivet: (2013)

Managing credit risk the great challenge for global financial markets /
Udgivet: (2008)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Udgivet: (2011)

Clearing and settlement of derivatives
af: Loader, David
Udgivet: (2005)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
af: Chisholm, Andrew
Udgivet: (2010)

Derivatives : principles and practice /
af: Sundaram, Rangarajan K.
Udgivet: (2011)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
af: Gottesman, Aron
Udgivet: (2016)

Effectiveness of carbon credit trading as a means of raising finance in Kenya : A case study of KENGEN /
af: Peter, Njuguna
Udgivet: (2013)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
af: Chisholm, Andrew, 1959-
Udgivet: (2010)

Global derivative debacles from theory to malpractice /
af: Jacque, Laurent L.
Udgivet: (2010)

Financial derivatives : pricing application and mathematics /
af: Baz, Jamil
Udgivet: (2004)

Managing risks with derivatives
Udgivet: (2007)

Derivative instruments a guide to theory and practice /
af: Eales, Brian Anthony
Udgivet: (2003)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
af: Gregory, Jon, 1971-
Udgivet: (2015)

Financial derivatives pricing selected works of Robert Jarrow /
af: Jarrow, Robert A.
Udgivet: (2008)

The Chinese Yuan internationalization and financial products in China /
af: Zhang, Peter G.
Udgivet: (2011)

Swaps and other derivatives
af: Flavell, Richard
Udgivet: (2010)

Options, futures and other derivatives /
af: Hull, John, 1946-
Udgivet: (2009)

Options, futures, and other derivatives /
af: Hull, John C.
Udgivet: (2012)

Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
af: Albanese, Claudio
Udgivet: (2006)

Solutions manual options, futures, and derivatives /
af: Hull, John C.
Udgivet: (2012)

Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
af: Markose, Sheri M.
Udgivet: (2012)

Pricing and hedging financial derivatives and structured products : an introductory guide /
af: Marroni, Leonardo, 1980-
Udgivet: (2014)

Derivatives, risk management & value
af: Bellalah, Mondher
Udgivet: (2010)

Trading options Greeks how time, volatility, and other pricing factors drive profits /
af: Passarelli, Dan, 1971-
Udgivet: (2012)

Listed volatility and variance derivatives : a Python-based guide /
af: Hilpisch, Yves J.
Udgivet: (2017)