Credit correlation life after copulas /
Enregistré dans:
Collectivité auteur: | ebrary, Inc |
---|---|
Autres auteurs: | Lipton, Alexander, Rennie, Andrew, 1968- |
Format: | Électronique eBook |
Langue: | anglais |
Publié: |
New Jersey :
World Scientific,
c2008.
|
Sujets: | |
Accès en ligne: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Structured credit products credit derivatives and synthetic securitisation /
par: Choudhry, Moorad
Publié: (2010)
par: Choudhry, Moorad
Publié: (2010)
Credit derivatives instruments, applications and pricing /
Publié: (2004)
Publié: (2004)
Applications of credit derivatives opportunities and risks involved in credit derivatives /
par: Seemann, Harald
Publié: (2008)
par: Seemann, Harald
Publié: (2008)
Modelling single-name and multi-name credit derivatives
par: O'Kane, Dominic
Publié: (2008)
par: O'Kane, Dominic
Publié: (2008)
Credit derivatives investing and risk management /
par: Chaplin, Geoff
Publié: (2010)
par: Chaplin, Geoff
Publié: (2010)
The art of credit derivatives demystifying the black swan /
par: Garcia, João
Publié: (2010)
par: Garcia, João
Publié: (2010)
The use (and abuse) of CDS spreads during distress
par: Siṃha, Manamohana
Publié: (2009)
par: Siṃha, Manamohana
Publié: (2009)
The credit risk transfer market and stability implications for U.K. financial institutions
par: Chan-Lau, Jorge A.
Publié: (2006)
par: Chan-Lau, Jorge A.
Publié: (2006)
Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
par: Ben Dor, Arik
Publié: (2012)
par: Ben Dor, Arik
Publié: (2012)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
par: Gregory, Jon
Publié: (2014)
par: Gregory, Jon
Publié: (2014)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
par: Gregory, Jon, Ph. D.
Publié: (2012)
par: Gregory, Jon, Ph. D.
Publié: (2012)
Advanced equity derivatives : volatility and correlation /
par: Bossu, Sébastien
Publié: (2014)
par: Bossu, Sébastien
Publié: (2014)
Counterparty credit risk the new challenge for global financial markets /
par: Gregory, Jon, Ph. D.
Publié: (2010)
par: Gregory, Jon, Ph. D.
Publié: (2010)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
par: Chan-Lau, Jorge A.
Publié: (2006)
par: Chan-Lau, Jorge A.
Publié: (2006)
Financial derivative and energy market valuation theory and implementation in MATLAB /
par: Mastro, Michael A., 1975-
Publié: (2013)
par: Mastro, Michael A., 1975-
Publié: (2013)
Managing credit risk the great challenge for global financial markets /
Publié: (2008)
Publié: (2008)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Publié: (2011)
Publié: (2011)
Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
par: Chisholm, Andrew
Publié: (2010)
par: Chisholm, Andrew
Publié: (2010)
Derivatives : principles and practice /
par: Sundaram, Rangarajan K.
Publié: (2011)
par: Sundaram, Rangarajan K.
Publié: (2011)
Clearing and settlement of derivatives
par: Loader, David
Publié: (2005)
par: Loader, David
Publié: (2005)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
par: Gottesman, Aron
Publié: (2016)
par: Gottesman, Aron
Publié: (2016)
Effectiveness of carbon credit trading as a means of raising finance in Kenya : A case study of KENGEN /
par: Peter, Njuguna
Publié: (2013)
par: Peter, Njuguna
Publié: (2013)
Financial derivatives : pricing application and mathematics /
par: Baz, Jamil
Publié: (2004)
par: Baz, Jamil
Publié: (2004)
Derivative instruments a guide to theory and practice /
par: Eales, Brian Anthony
Publié: (2003)
par: Eales, Brian Anthony
Publié: (2003)
Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
par: Chisholm, Andrew, 1959-
Publié: (2010)
par: Chisholm, Andrew, 1959-
Publié: (2010)
Global derivative debacles from theory to malpractice /
par: Jacque, Laurent L.
Publié: (2010)
par: Jacque, Laurent L.
Publié: (2010)
Managing risks with derivatives
Publié: (2007)
Publié: (2007)
Financial derivatives pricing selected works of Robert Jarrow /
par: Jarrow, Robert A.
Publié: (2008)
par: Jarrow, Robert A.
Publié: (2008)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
par: Gregory, Jon, 1971-
Publié: (2015)
par: Gregory, Jon, 1971-
Publié: (2015)
The Chinese Yuan internationalization and financial products in China /
par: Zhang, Peter G.
Publié: (2011)
par: Zhang, Peter G.
Publié: (2011)
Swaps and other derivatives
par: Flavell, Richard
Publié: (2010)
par: Flavell, Richard
Publié: (2010)
Options, futures, and other derivatives /
par: Hull, John C.
Publié: (2012)
par: Hull, John C.
Publié: (2012)
Solutions manual options, futures, and derivatives /
par: Hull, John C.
Publié: (2012)
par: Hull, John C.
Publié: (2012)
Options, futures and other derivatives /
par: Hull, John, 1946-
Publié: (2009)
par: Hull, John, 1946-
Publié: (2009)
Pricing and hedging financial derivatives and structured products : an introductory guide /
par: Marroni, Leonardo, 1980-
Publié: (2014)
par: Marroni, Leonardo, 1980-
Publié: (2014)
Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
par: Albanese, Claudio
Publié: (2006)
par: Albanese, Claudio
Publié: (2006)
Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
par: Markose, Sheri M.
Publié: (2012)
par: Markose, Sheri M.
Publié: (2012)
Derivatives, risk management & value
par: Bellalah, Mondher
Publié: (2010)
par: Bellalah, Mondher
Publié: (2010)
Trading options Greeks how time, volatility, and other pricing factors drive profits /
par: Passarelli, Dan, 1971-
Publié: (2012)
par: Passarelli, Dan, 1971-
Publié: (2012)
Volatility as an asset class : obvious benefits and hidden risks /
par: Jablecki, Juliusz
Publié: (2015)
par: Jablecki, Juliusz
Publié: (2015)
Documents similaires
-
Structured credit products credit derivatives and synthetic securitisation /
par: Choudhry, Moorad
Publié: (2010) -
Credit derivatives instruments, applications and pricing /
Publié: (2004) -
Applications of credit derivatives opportunities and risks involved in credit derivatives /
par: Seemann, Harald
Publié: (2008) -
Modelling single-name and multi-name credit derivatives
par: O'Kane, Dominic
Publié: (2008) -
Credit derivatives investing and risk management /
par: Chaplin, Geoff
Publié: (2010)