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Credit Correlation
85,59 € *
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This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at an advanced level, it assumes that readers are familiar with the fundamentals of credit modelling covered, for example, in the market leading books by Schonbucher (2003) and O´Kane (2008). Coverage will include the latest default correlation approaches; correlation modelling in the ´Marshall-Olkin´ contagion framework, in the context of CVA; numerical implementation; and pricing, calibration and risk challenges. The explosive growth of credit derivatives markets in the early-to-mid 000´s was bought to a close by the 2007 financial crisis, where these instruments were held largely to blame for the economic downturn. However, in the wake of increased regulation across all financial instruments and the challenge of buying and selling bonds in large amounts, credit derivatives have once again been found to be the answer and the market has grown significantly. Written by a practitioner for practitioners, this book will also interest researchers in mathematical finance who want to understand how things happen and work ´on the floor´. Building the reader´s knowledge from the ground up, and with numerous real life examples used throughout, this book will prove a popular reference for anyone with a mathematical mind interested credit markets.

Anbieter: buecher.de
Stand: 18.09.2017
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Credit Analyst
64,95 € *
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Credit AnalystBuchvon Oliver EverlingEAN: 9783110353792Einband: GebundenAuflage: 3rd updated editionSprache: DeutschSeiten: 390Abbildungen: 145 Schwarz-Weiß- Abbildungen, 30 Schwarz-Weiß- TabellenMaße: 244 x 174 x 30 mmRedaktion: Oliver Eve

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Stand: 12.10.2017
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End Credits
2,99 € *
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Anbieter: Deutschlands umfa...
Stand: 16.09.2017
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End Credits
3,99 € *
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Anbieter: Deutschlands umfa...
Stand: 16.09.2017
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End Credits
3,99 € *
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Anbieter: Deutschlands umfa...
Stand: 16.09.2017
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End Credits
3,99 € *
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Anbieter: Deutschlands umfa...
Stand: 16.09.2017
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Agricultural Credit (Classic Reprint)
27,99 € *
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Excerpt from Agricultural Credit As a foundation, federated agricultural cc-operative societies for credit, buying, selling production, &c., of which are local banks for loans and savings. During my travels in Germany, I have more than once come in contact. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Anbieter: buecher.de
Stand: 17.10.2017
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.credit-Domain
39,00 € *
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.credit - Kredite

Anbieter: united-domains.de
Stand: 22.10.2017
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eBook Credit Risk Measurement
59,99 € *
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The most cutting-edge read on the pricing, modeling, andmanagement of credit risk availableThe rise of credit risk measurement and the credit derivativesmarket started in the early 1990s and has grown ever since. Formany professionals, understanding credi

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Stand: 12.10.2017
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eBook Consumer Credit Fundamentals
117,69 € *
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Despite the huge expansion in consumer credit in the last 25 years there are very few texts describing the operation of consumer credit markets. Consumer Credit Fundamentals is the first book to provide a broad cross-disciplinary introduction to the subje

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Stand: 12.10.2017
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