Omslagsbild

QR-kod

Credit correlation life after copulas /

Sparad:

Bibliografiska uppgifter
Institutionell skapare:	ebrary, Inc
Övriga skapare:	Lipton, Alexander, Rennie, Andrew, 1968-
Materialtyp:	Elektronisk E-bok
Språk:	engelska
Publicerad:	New Jersey : World Scientific, c2008.
Ämnen:	Credit derivatives. Electronic books.
Länkar:	An electronic book accessible through the World Wide Web; click to view
Taggar:	Lägg till en tagg Inga taggar, Lägg till första taggen!

Liknande verk

Structured credit products credit derivatives and synthetic securitisation /
av: Choudhry, Moorad
Publicerad: (2010)

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

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

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

Credit derivatives investing and risk management /
av: Chaplin, Geoff
Publicerad: (2010)

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

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

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

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

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

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

Advanced equity derivatives : volatility and correlation /
av: Bossu, Sébastien
Publicerad: (2014)

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

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

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

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

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

Derivatives : principles and practice /
av: Sundaram, Rangarajan K.
Publicerad: (2011)

Clearing and settlement of derivatives
av: Loader, David
Publicerad: (2005)

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

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

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

Managing risks with derivatives
Publicerad: (2007)

Financial derivatives : pricing application and mathematics /
av: Baz, Jamil
Publicerad: (2004)

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

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

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

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

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

Swaps and other derivatives
av: Flavell, Richard
Publicerad: (2010)

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

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

Options, futures, and other derivatives /
av: Hull, John C.
Publicerad: (2012)

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

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

Options, futures and other derivatives /
av: Hull, John, 1946-
Publicerad: (2009)

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

Derivatives, risk management & value
av: Bellalah, Mondher
Publicerad: (2010)

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

Volatility as an asset class : obvious benefits and hidden risks /
av: Jablecki, Juliusz
Publicerad: (2015)