Ebook Credit derivatives pricing models: Model, pricing and implementation

Ebook present 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.

Từ khóa: Credit derivatives, Quantitative modeling, Credit risk, Credit derivatives pricing models, International credit

pdf 400 trang | Chia sẻ: tailieu_itc | Ngày:19/08/2019 | Lượt xem:11 | Yêu thích: 0 | Bình luận: 0 | Download: 0

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