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  1. 1
    Omslagsbillede

    Credit derivatives instruments, applications and pricing /

    Udgivet 2004
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  2. 2
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    Credit correlation life after copulas /

    Udgivet 2008
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  3. 3
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    Econometrics and risk management

    Udgivet 2008
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  4. 4
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    The use (and abuse) of CDS spreads during distress af Siṃha, Manamohana

    Udgivet 2009
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  5. 5
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    Modelling single-name and multi-name credit derivatives af O'Kane, Dominic

    Udgivet 2008
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  6. 6
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    Idiosyncratic and systemic risk in the European corporate sector CDO perspective / af Chan-Lau, Jorge A.

    Udgivet 2006
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  7. 7
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    Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices / af Chan-Lau, Jorge A.

    Udgivet 2006
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  8. 8
    Omslagsbillede

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

    Udgivet 2006
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  9. 9
    Omslagsbillede

    Credit derivatives investing and risk management / af Chaplin, Geoff

    Udgivet 2010
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  10. 10
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    Applications of credit derivatives opportunities and risks involved in credit derivatives / af Seemann, Harald

    Udgivet 2008
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  11. 11
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    Structured credit products credit derivatives and synthetic securitisation / af Choudhry, Moorad

    Udgivet 2010
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  12. 12
    Omslagsbillede

    The art of credit derivatives demystifying the black swan / af Garcia, João

    Udgivet 2010
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  13. 13
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    Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / af Ben Dor, Arik

    Udgivet 2012
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  14. 14
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    Counterparty credit risk, collateral and funding with pricing cases for all asset classes / af Brigo, Damiano

    Udgivet 2013
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  15. 15
    Omslagsbillede

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

    Udgivet 2014
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