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Hardback
8-11 hverdage
1.941,95 kr.

Bag om Econometrics and Risk Management

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

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Sprog:
Engelsk

ISBN:
9781848551961

Forlag:
Emerald Publishing Limited

Indbinding:
Hardback

Sideantal:
304

Udgivet:
1. december 2008

Størrelse:
162x236x17 mm.

Vægt:
578 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 10. december 2024

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Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

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