Credit Correlation: Life After Copulas
Editat de Alexander Lipton, Andrew Rennieen Limba Engleză Hardback – 31 ian 2008
Preț: 599.10 lei
Preț vechi: 778.05 lei
-23% Nou
Puncte Express: 899
Preț estimativ în valută:
114.67€ • 119.51$ • 95.45£
114.67€ • 119.51$ • 95.45£
Carte indisponibilă temporar
Doresc să fiu notificat când acest titlu va fi disponibil:
Se trimite...
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9789812709493
ISBN-10: 9812709495
Pagini: 169
Dimensiuni: 170 x 249 x 15 mm
Greutate: 0.48 kg
Editura: World Scientific Publishing Company
ISBN-10: 9812709495
Pagini: 169
Dimensiuni: 170 x 249 x 15 mm
Greutate: 0.48 kg
Editura: World Scientific Publishing Company
Cuprins
Levy Simple Structural Models (M Baxter); Cluster-Based Extension of the Generalized Poisson Loss Dynamics and Consistency with Single Names (D Brigo et al.); Stochastic Intensity Modeling for Structured Credit Exotics (A Chaposvsky et al.); Large Portfolio Credit Risk Modeling (M H A Davis & J C Esparragoza-Rodriguez); Empirical Copulas for CDO Tranche Pricing Using Relative Entropy (M Dempster et al.); Pricing and Hedging in a Dynamic Credit Model (Y Elouerkhaoui); Joint Distributions of Portfolio Losses and Exotic Portfolio Products (F Epple et al.); On the Term Structure of Loss Distributions: A Forward Model Approach (J Sidenius).