Résultats de la recherche

Credit derivatives instruments, applications and pricing /

An electronic book accessible through the World Wide Web; click to view

Credit correlation life after copulas /

An electronic book accessible through the World Wide Web; click to view

Econometrics and risk management

An electronic book accessible through the World Wide Web; click to view

The use (and abuse) of CDS spreads during distress par Siṃha, Manamohana

An electronic book accessible through the World Wide Web; click to view

Modelling single-name and multi-name credit derivatives par O'Kane, Dominic

An electronic book accessible through the World Wide Web; click to view

Idiosyncratic and systemic risk in the European corporate sector CDO perspective / par Chan-Lau, Jorge A.

An electronic book accessible through the World Wide Web; click to view

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

An electronic book accessible through the World Wide Web; click to view

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

An electronic book accessible through the World Wide Web; click to view

Credit derivatives investing and risk management / par Chaplin, Geoff

An electronic book accessible through the World Wide Web; click to view

Applications of credit derivatives opportunities and risks involved in credit derivatives / par Seemann, Harald

An electronic book accessible through the World Wide Web; click to view

Structured credit products credit derivatives and synthetic securitisation / par Choudhry, Moorad

An electronic book accessible through the World Wide Web; click to view

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

An electronic book accessible through the World Wide Web; click to view

Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / par Ben Dor, Arik

An electronic book accessible through the World Wide Web; click to view

Counterparty credit risk, collateral and funding with pricing cases for all asset classes / par Brigo, Damiano

An electronic book accessible through the World Wide Web; click to view

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

An electronic book accessible through the World Wide Web; click to view