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Original Essays | September 30, 2014

Benjamin Parzybok: IMG A Brief History of Video Games Played by Mayors, Presidents, and Emperors



Brandon Bartlett, the fictional mayor of Portland in my novel Sherwood Nation, is addicted to playing video games. In a city he's all but lost... Continue »
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    Sherwood Nation

    Benjamin Parzybok 9781618730862

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This title in other editions

Credit Risk Pricing Models: Theory and Practice (Springer Finance)

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Credit Risk Pricing Models: Theory and Practice (Springer Finance) Cover

 

Synopses & Reviews

Publisher Comments:

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.

Synopsis:

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.

Table of Contents

Introduction.- Modelling Credit Risk Factors.- Pricing Corporate and Sovereign Bonds.- Correlated Defaults.- Pricing Credit Derivatives.- Collateralized Debt Obligations.- Case Study: A Three-Factor Model for Pricing Credit Linked Financial Instruments.- Some Definitions of S&P; Technical Proofs; Pricing of Credit Derivatives: Extensions.

Product Details

ISBN:
9783642073359
Author:
Schmid, Bernd
Publisher:
Springer
Location:
Berlin, Heidelberg
Subject:
Finance
Subject:
bond portfolio optimisation
Subject:
collateralised debt obligations
Subject:
Credit derivatives
Subject:
credit risk models
Subject:
defaultable financial instruments
Subject:
Finance/Investment/Banking
Subject:
Quantitative Finance
Subject:
Quantitative Finance <P>Contains the latest developments in credit risk research</P> <P>Gives a broad overview of credit risk models</P>
Subject:
Business-Accounting and Finance
Subject:
Economics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Copyright:
Edition Description:
Softcover reprint of hardcover 2nd ed. 2004
Series:
Springer Finance
Publication Date:
20110403
Binding:
TRADE PAPER
Language:
English
Pages:
394
Dimensions:
235 x 155 mm 596 gr

Related Subjects

Business » Accounting and Finance
History and Social Science » Economics » General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Modeling

Credit Risk Pricing Models: Theory and Practice (Springer Finance) New Trade Paper
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$252.95 In Stock
Product details 394 pages Springer - English 9783642073359 Reviews:
"Synopsis" by , 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.
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