Related Books
Language: en
Pages: 569
Pages: 569
Type: BOOK - Published: 2015-11-15 - Publisher: Springer
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Language: en
Pages: 403
Pages: 403
Type: BOOK - Published: 2003-06-13 - Publisher: John Wiley & Sons
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Language: en
Pages: 897
Pages: 897
Type: BOOK - Published: 2019-10-08 - Publisher: Springer Nature
Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfoli
Language: en
Pages: 257
Pages: 257
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Language: en
Pages: 264
Pages: 264
Type: BOOK - Published: 2017-02-24 - Publisher: Springer
This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The a