Econometrics and Risk Management
(Bog, Hardback, Engelsk)
Forlag:
Emerald Publishing Limited
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9781848551961
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Beskrivelse
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.
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Emerald Publishing Limited |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 01-12-2008 |
| Første udgivelsesår | 2008 |
| Serie | Advances in Econometrics |
| Fagredaktør | Thomas B. Fomby, Jean-Pierre Fouque, Knut Solna |
| Originalsprog | United Kingdom |
| Sideantal | 304 |
| Indbinding | Hardback |
| Forlag | Emerald Publishing Limited |
| Sideoplysninger | 304 pages |
| Mål | 236 x 162 x 17 |
| ISBN-13 / EAN-13 | 9781848551961 |