The main theme of this volume is credit risk and credit
derivatives. Recent developments in financial markets show that
appropriate modeling and quantification of credit risk is
fundamental in the context of modern complex structured financial
products. The reader will find several points of view on credit
risk when looked at from the perspective of Econometrics and
Financial Mathematics. The volume consists of eleven contributions
by both practitioners and theoreticians with expertise in financial
markets, in general, and econometrics and mathematical finance in
particular. The challenge of modeling defaults and their
correlations is addressed, and new results on copula, reduced form
and structural models, and the top-down approach are presented.
After the so-called subprime crisis that hit global markets in the
summer of 2007, the volume is very timely and will be useful to
researchers in the area of credit risk.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!