|
Showing 1 - 15 of
15 matches in All Departments
Credit Risk Pricing Models - now in its second edition - gives a
deep insight into the latest basic and advanced credit risk
modelling techniques covering not only the standard structural,
reduced form and hybrid approaches but also showing how these
methods can be applied to practice. The text covers a broad range
of financial instruments, including all kinds of defaultable fixed
and floating rate debt, credit derivatives and collateralised debt
obligations.This volume will be a valuable source for the financial
community involved in pricing credit linked financial instruments.
In addition, the book can be used by students and academics for a
comprehensive overview of the most important credit risk modelling
issues.
Credit Risk Pricing Models - now in its second edition - gives a
deep insight into the latest basic and advanced credit risk
modelling techniques covering not only the standard structural,
reduced form and hybrid approaches but also showing how these
methods can be applied to practice. The text covers a broad range
of financial instruments, including all kinds of defaultable fixed
and floating rate debt, credit derivatives and collateralised debt
obligations.This volume will be a valuable source for the financial
community involved in pricing credit linked financial instruments.
In addition, the book can be used by students and academics for a
comprehensive overview of the most important credit risk modelling
issues.
|
You may like...
Women
Tacko Ndiaye
Hardcover
R1,220
Discovery Miles 12 200
Explorer
Christian Grajewski
Paperback
R703
Discovery Miles 7 030
Metaforma
Nexumorphic
Hardcover
R923
Discovery Miles 9 230
Yayoi Kusama
Robert Shore
Hardcover
R327
Discovery Miles 3 270
|