---
---Modelli di portafoglio per il rischio di credito - Booksite
--Home | Opinioni dei lettori | Software esempi | Errata corrige | Links | Bibliografia | aleablog | Contatti
---





Scheda pubblicazione

IdentificativoSchönbucher03,
Tipo di record
Autore/iSchönbucher P J
Anno2003
TitoloCredit Derivatives Pricing Models: Model, Pricing and Implementation
libro
Altre InformazioniJohn Wiley & Sons, New York.
Keywords separare key1:key2
Abstract Dalla presentazione: "The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue."
File documento allegato
Autore interessatoDISA
Capitolo interessato
Documento del gruppo di ricerca


I vostri commenti
blog comments powered by Disqus


Precedente Prossimo