The Oxford handbook of credit derivatives
Salvato in:
| Pubblicato in: | Oxford handbook |
|---|---|
| Altri autori: | , |
| Natura: | Livre |
| Lingua: | Anglais |
| Pubblicazione: |
Oxford ; New York :
Oxford University Press,
cop. 2011.
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| Serie: | Oxford handbooks in finance
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| Soggetti: | |
| Autres localisations: | Voir dans le Sudoc |
| Documenti correlati: | Fa parte di:
Oxford handbook |
Sommario:
- 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]