Credit correlation life after copulas /
Сохранить в:
| Соавтор: | |
|---|---|
| Другие авторы: | , |
| Формат: | Электронный ресурс eКнига |
| Язык: | английский |
| Опубликовано: |
New Jersey :
World Scientific,
c2008.
|
| Предметы: | |
| Online-ссылка: | An electronic book accessible through the World Wide Web; click to view |
| Метки: |
Добавить метку
Нет меток, Требуется 1-ая метка записи!
|
Схожие документы
Structured credit products credit derivatives and synthetic securitisation /
по: Choudhry, Moorad
Опубликовано: (2010)
по: Choudhry, Moorad
Опубликовано: (2010)
Credit derivatives instruments, applications and pricing /
Опубликовано: (2004)
Опубликовано: (2004)
Applications of credit derivatives opportunities and risks involved in credit derivatives /
по: Seemann, Harald
Опубликовано: (2008)
по: Seemann, Harald
Опубликовано: (2008)
Modelling single-name and multi-name credit derivatives
по: O'Kane, Dominic
Опубликовано: (2008)
по: O'Kane, Dominic
Опубликовано: (2008)
Credit derivatives investing and risk management /
по: Chaplin, Geoff
Опубликовано: (2010)
по: Chaplin, Geoff
Опубликовано: (2010)
The art of credit derivatives demystifying the black swan /
по: Garcia, João
Опубликовано: (2010)
по: Garcia, João
Опубликовано: (2010)
The use (and abuse) of CDS spreads during distress
по: Siṃha, Manamohana
Опубликовано: (2009)
по: Siṃha, Manamohana
Опубликовано: (2009)
The credit risk transfer market and stability implications for U.K. financial institutions
по: Chan-Lau, Jorge A.
Опубликовано: (2006)
по: Chan-Lau, Jorge A.
Опубликовано: (2006)
Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
по: Ben Dor, Arik
Опубликовано: (2012)
по: Ben Dor, Arik
Опубликовано: (2012)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
по: Gregory, Jon
Опубликовано: (2014)
по: Gregory, Jon
Опубликовано: (2014)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
по: Gregory, Jon, Ph. D.
Опубликовано: (2012)
по: Gregory, Jon, Ph. D.
Опубликовано: (2012)
Advanced equity derivatives : volatility and correlation /
по: Bossu, Sébastien
Опубликовано: (2014)
по: Bossu, Sébastien
Опубликовано: (2014)
Counterparty credit risk the new challenge for global financial markets /
по: Gregory, Jon, Ph. D.
Опубликовано: (2010)
по: Gregory, Jon, Ph. D.
Опубликовано: (2010)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
по: Chan-Lau, Jorge A.
Опубликовано: (2006)
по: Chan-Lau, Jorge A.
Опубликовано: (2006)
Financial derivative and energy market valuation theory and implementation in MATLAB /
по: Mastro, Michael A., 1975-
Опубликовано: (2013)
по: Mastro, Michael A., 1975-
Опубликовано: (2013)
Managing credit risk the great challenge for global financial markets /
Опубликовано: (2008)
Опубликовано: (2008)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Опубликовано: (2011)
Опубликовано: (2011)
Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
по: Chisholm, Andrew
Опубликовано: (2010)
по: Chisholm, Andrew
Опубликовано: (2010)
Derivatives : principles and practice /
по: Sundaram, Rangarajan K.
Опубликовано: (2011)
по: Sundaram, Rangarajan K.
Опубликовано: (2011)
Clearing and settlement of derivatives
по: Loader, David
Опубликовано: (2005)
по: Loader, David
Опубликовано: (2005)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
по: Gottesman, Aron
Опубликовано: (2016)
по: Gottesman, Aron
Опубликовано: (2016)
Effectiveness of carbon credit trading as a means of raising finance in Kenya : A case study of KENGEN /
по: Peter, Njuguna
Опубликовано: (2013)
по: Peter, Njuguna
Опубликовано: (2013)
Financial derivatives : pricing application and mathematics /
по: Baz, Jamil
Опубликовано: (2004)
по: Baz, Jamil
Опубликовано: (2004)
Managing risks with derivatives
Опубликовано: (2007)
Опубликовано: (2007)
Global derivative debacles from theory to malpractice /
по: Jacque, Laurent L.
Опубликовано: (2010)
по: Jacque, Laurent L.
Опубликовано: (2010)
Derivative instruments a guide to theory and practice /
по: Eales, Brian Anthony
Опубликовано: (2003)
по: Eales, Brian Anthony
Опубликовано: (2003)
Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
по: Chisholm, Andrew, 1959-
Опубликовано: (2010)
по: Chisholm, Andrew, 1959-
Опубликовано: (2010)
Financial derivatives pricing selected works of Robert Jarrow /
по: Jarrow, Robert A.
Опубликовано: (2008)
по: Jarrow, Robert A.
Опубликовано: (2008)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
по: Gregory, Jon, 1971-
Опубликовано: (2015)
по: Gregory, Jon, 1971-
Опубликовано: (2015)
Swaps and other derivatives
по: Flavell, Richard
Опубликовано: (2010)
по: Flavell, Richard
Опубликовано: (2010)
The Chinese Yuan internationalization and financial products in China /
по: Zhang, Peter G.
Опубликовано: (2011)
по: Zhang, Peter G.
Опубликовано: (2011)
Options, futures, and other derivatives /
по: Hull, John C.
Опубликовано: (2012)
по: Hull, John C.
Опубликовано: (2012)
Solutions manual options, futures, and derivatives /
по: Hull, John C.
Опубликовано: (2012)
по: Hull, John C.
Опубликовано: (2012)
Options, futures and other derivatives /
по: Hull, John, 1946-
Опубликовано: (2009)
по: Hull, John, 1946-
Опубликовано: (2009)
Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
по: Albanese, Claudio
Опубликовано: (2006)
по: Albanese, Claudio
Опубликовано: (2006)
Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
по: Markose, Sheri M.
Опубликовано: (2012)
по: Markose, Sheri M.
Опубликовано: (2012)
Pricing and hedging financial derivatives and structured products : an introductory guide /
по: Marroni, Leonardo, 1980-
Опубликовано: (2014)
по: Marroni, Leonardo, 1980-
Опубликовано: (2014)
Derivatives, risk management & value
по: Bellalah, Mondher
Опубликовано: (2010)
по: Bellalah, Mondher
Опубликовано: (2010)
Trading options Greeks how time, volatility, and other pricing factors drive profits /
по: Passarelli, Dan, 1971-
Опубликовано: (2012)
по: Passarelli, Dan, 1971-
Опубликовано: (2012)
Volatility as an asset class : obvious benefits and hidden risks /
по: Jablecki, Juliusz
Опубликовано: (2015)
по: Jablecki, Juliusz
Опубликовано: (2015)