Modelling single-name and multi-name credit derivatives
Gardado en:
| Autor Principal: | |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Chichester, West Sussex ; Hoboken, NJ :
John Wiley & Sons,
c2008.
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Títulos similares
Modelling single-name and multi-name credit derivatives
por: O'Kane, Dominic
Publicado: (2008)
por: O'Kane, Dominic
Publicado: (2008)
Credit derivatives instruments, applications and pricing /
Publicado: (2004)
Publicado: (2004)
Credit derivatives instruments, applications and pricing /
Publicado: (2004)
Publicado: (2004)
Applications of credit derivatives opportunities and risks involved in credit derivatives /
por: Seemann, Harald
Publicado: (2008)
por: Seemann, Harald
Publicado: (2008)
Applications of credit derivatives opportunities and risks involved in credit derivatives /
por: Seemann, Harald
Publicado: (2008)
por: Seemann, Harald
Publicado: (2008)
Credit derivatives investing and risk management /
por: Chaplin, Geoff
Publicado: (2010)
por: Chaplin, Geoff
Publicado: (2010)
Credit derivatives investing and risk management /
por: Chaplin, Geoff
Publicado: (2010)
por: Chaplin, Geoff
Publicado: (2010)
Structured credit products credit derivatives and synthetic securitisation /
por: Choudhry, Moorad
Publicado: (2010)
por: Choudhry, Moorad
Publicado: (2010)
Structured credit products credit derivatives and synthetic securitisation /
por: Choudhry, Moorad
Publicado: (2010)
por: Choudhry, Moorad
Publicado: (2010)
The art of credit derivatives demystifying the black swan /
por: Garcia, João
Publicado: (2010)
por: Garcia, João
Publicado: (2010)
The art of credit derivatives demystifying the black swan /
por: Garcia, João
Publicado: (2010)
por: Garcia, João
Publicado: (2010)
Credit correlation life after copulas /
Publicado: (2008)
Publicado: (2008)
Credit correlation life after copulas /
Publicado: (2008)
Publicado: (2008)
The use (and abuse) of CDS spreads during distress
por: Siṃha, Manamohana
Publicado: (2009)
por: Siṃha, Manamohana
Publicado: (2009)
The use (and abuse) of CDS spreads during distress
por: Siṃha, Manamohana
Publicado: (2009)
por: Siṃha, Manamohana
Publicado: (2009)
The credit risk transfer market and stability implications for U.K. financial institutions
por: Chan-Lau, Jorge A.
Publicado: (2006)
por: Chan-Lau, Jorge A.
Publicado: (2006)
The credit risk transfer market and stability implications for U.K. financial institutions
por: Chan-Lau, Jorge A.
Publicado: (2006)
por: Chan-Lau, Jorge A.
Publicado: (2006)
Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
por: Ben Dor, Arik
Publicado: (2012)
por: Ben Dor, Arik
Publicado: (2012)
Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
por: Ben Dor, Arik
Publicado: (2012)
por: Ben Dor, Arik
Publicado: (2012)
Derivatives : principles and practice /
por: Sundaram, Rangarajan K.
Publicado: (2011)
por: Sundaram, Rangarajan K.
Publicado: (2011)
Derivatives : principles and practice /
por: Sundaram, Rangarajan K.
Publicado: (2011)
por: Sundaram, Rangarajan K.
Publicado: (2011)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
por: Gregory, Jon
Publicado: (2014)
por: Gregory, Jon
Publicado: (2014)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
por: Gregory, Jon
Publicado: (2014)
por: Gregory, Jon
Publicado: (2014)
Clearing and settlement of derivatives
por: Loader, David
Publicado: (2005)
por: Loader, David
Publicado: (2005)
Clearing and settlement of derivatives
por: Loader, David
Publicado: (2005)
por: Loader, David
Publicado: (2005)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
por: Gottesman, Aron
Publicado: (2016)
por: Gottesman, Aron
Publicado: (2016)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
por: Gottesman, Aron
Publicado: (2016)
por: Gottesman, Aron
Publicado: (2016)
Financial derivative and energy market valuation theory and implementation in MATLAB /
por: Mastro, Michael A., 1975-
Publicado: (2013)
por: Mastro, Michael A., 1975-
Publicado: (2013)
Financial derivative and energy market valuation theory and implementation in MATLAB /
por: Mastro, Michael A., 1975-
Publicado: (2013)
por: Mastro, Michael A., 1975-
Publicado: (2013)
Advanced equity derivatives : volatility and correlation /
por: Bossu, Sébastien
Publicado: (2014)
por: Bossu, Sébastien
Publicado: (2014)
Advanced equity derivatives : volatility and correlation /
por: Bossu, Sébastien
Publicado: (2014)
por: Bossu, Sébastien
Publicado: (2014)
Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
por: Chisholm, Andrew
Publicado: (2010)
por: Chisholm, Andrew
Publicado: (2010)
Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
por: Chisholm, Andrew
Publicado: (2010)
por: Chisholm, Andrew
Publicado: (2010)
Financial derivatives : pricing application and mathematics /
por: Baz, Jamil
Publicado: (2004)
por: Baz, Jamil
Publicado: (2004)
Financial derivatives : pricing application and mathematics /
por: Baz, Jamil
Publicado: (2004)
por: Baz, Jamil
Publicado: (2004)
Managing risks with derivatives
Publicado: (2007)
Publicado: (2007)
Managing risks with derivatives
Publicado: (2007)
Publicado: (2007)
Derivative instruments a guide to theory and practice /
por: Eales, Brian Anthony
Publicado: (2003)
por: Eales, Brian Anthony
Publicado: (2003)
Derivative instruments a guide to theory and practice /
por: Eales, Brian Anthony
Publicado: (2003)
por: Eales, Brian Anthony
Publicado: (2003)
Modeling derivatives in C++
por: London, Justin, 1973-
Publicado: (2005)
por: London, Justin, 1973-
Publicado: (2005)