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Credit Correlation - 9 Angebote vergleichen
Preise | 2017 | 2018 | 2019 |
---|---|---|---|
Schnitt | Fr. 44.54 (€ 45.54)¹ | Fr. 0.00 (€ 0.00)¹ | Fr. 42.73 (€ 43.69)¹ |
Nachfrage |
Credit Correlation : Theory and Practice (2017)
ISBN: 9783319609720 bzw. 3319609726, in Deutsch, Springer-Verlag Gmbh Nov 2017, neu.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
Neuware - 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. 456 pp. Englisch.
Credit Correlation (2017)
ISBN: 9783319609720 bzw. 3319609726, in Deutsch, 402 Seiten, Springer-Verlag GmbH, neu.
Von Händler/Antiquariat, Buchhandlung Hoffmann, [3174608].
Neuware - 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. 01.12.2017, Buch, Neuware, 241x164x35 mm, 913g, 402, Internationaler Versand, offene Rechnung (Vorkasse vorbehalten), sofortueberweisung.de, Selbstabholung und Barzahlung, Skrill/Moneybookers, PayPal, Lastschrift, Banküberweisung.
Credit Correlation (2008)
ISBN: 9783319609737 bzw. 3319609734, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
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. eBook.
Credit Correlation: Theory and Practice (Applied Quantitative Finance) (2017)
ISBN: 9783319609720 bzw. 3319609726, in Englisch, 456 Seiten, Palgrave Macmillan, gebundenes Buch, neu, Erstausgabe.
Neu ab: $52.27 (13 Angebote)
Gebraucht ab: $63.18 (5 Angebote)
Zu den weiteren 18 Angeboten bei Amazon.com
Von Händler/Antiquariat, BOOKS etc. _.
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., Hardcover, Ausgabe: 1st ed. 2017, Label: Palgrave Macmillan, Palgrave Macmillan, Produktgruppe: Book, Publiziert: 2017-11-15, Studio: Palgrave Macmillan, Verkaufsrang: 2632713.
Credit Correlation: Theory and Practice (Applied Quantitative Finance) (2017)
ISBN: 9783319609737 bzw. 3319609734, in Englisch, 456 Seiten, Palgrave Macmillan, neu, Erstausgabe, E-Book, elektronischer Download.
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., Kindle Edition, Ausgabe: 1st ed. 2017, Format: Kindle eBook, Label: Palgrave Macmillan, Palgrave Macmillan, Produktgruppe: eBooks, Publiziert: 2017-11-15, Freigegeben: 2017-11-15, Studio: Palgrave Macmillan.
Credit Correlation
ISBN: 9783319609737 bzw. 3319609734, in Deutsch, Springer Science+Business Media, neu, E-Book.
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