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02203nam a22003017a 4500 |
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309992 |
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110627t20112011xxe ||| |||| 00| 0 eng d |
| 020 |
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|a 9780199546787 (rel.)
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| 020 |
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|a 0199546789 (rel.)
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| 024 |
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|a 9780199546787
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| 041 |
0 |
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|a eng
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| 082 |
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|a 332.6457015118
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| 240 |
1 |
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|a Credit derivatives
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| 245 |
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4 |
|a The Oxford handbook of credit derivatives
|c edited by Alexander Lipton and Andrew Rennie.
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| 260 |
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|a Oxford ;
|a New York :
|b Oxford University Press,
|c cop. 2011.
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| 300 |
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|a 1 vol. (XXVI-677 p.) :
|b couv. ill. en coul., tab. , graph. ;
|c 26 cm.
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| 490 |
0 |
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|a Oxford handbooks in finance
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| 504 |
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|a Notes bibliographiques en fin de chaque chapitre. Index
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| 505 |
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|a Non-technical introduction / Gillian Tett Technical introduction / A. Rennie...[et. al] Default recovery rates and LGD in credit risk modelling and practice / Edward I. Altman Aguide to modelling credit term structures / Arthur M. Berd Statiscal data mining procedures in generalized cox regressions / Zhen Wei An exposition of CDS market models / Lutz Schloegl Single-and multiname credit derivatives : theory and practices / A. lipton and D. Shelton Marshall-Olkin Copula-Bases models / Youssef Elouerkhoui Contagion models in credit risk / Mark H. A. Davis Markov chain models of portfolio credit risk / Tomasz R. Bielecki ...[et. al] Counterparty risk in credit derivative contracts / Jon Gregory Credit value adjustment in the extended structural default model / Alexander Lipton...[et. al] Anew philosophy of the market / Elie Ayache An EVT primer for credit risk / Valérie Chavez-Demoulin...[et. al] Saddlepoint methods in portfolio theory / Richard J. Martin Quantitative aspects of the collapse of the parallel banking system / Alexander Batchvarov Home price derivatives and modelling / Alexander Levin Avaluation model for ABS CDOs / Julian Manzano...[et. al]
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| 650 |
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|a Instruments dérivés de crédit
|x Modèles mathématiques
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| 650 |
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|a Instruments dérivés (finances)
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| 700 |
1 |
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|a Lipton, Alexander.
|4 edt
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| 700 |
1 |
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|a Rennie, Andrew,
|d 1968-
|4 edt
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| 773 |
0 |
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|t Oxford handbook
|g
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| 993 |
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|a Livre
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| 994 |
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|a PS
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| 995 |
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|a 153254882
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| 997 |
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|0 309992
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