Econometrics and Risk Management: 22 (Advances in Econometrics) - Tapa dura

 
9781848551961: Econometrics and Risk Management: 22 (Advances in Econometrics)
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ISBN 10: 1848551967 ISBN 13: 9781848551961
Editorial: Emerald Group Publishing Limited, 2008

Sinopsis

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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Reseña del editor

The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced form and structural models, and the top-down approach are presented. After the so-called subprime crisis that hit global markets in the summer of 2007, the volume is very timely and will be useful to researchers in the area of credit risk.

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Editorial
Emerald Group Publishing Limited
Año de publicación
2008
Idioma
Inglés
ISBN 10 
1848551967
ISBN 13 
9781848551961
Encuadernación
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Número de páginas
302
Editor
Fouque Jean-Pierre, Fomby Thomas B.
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9780762313983: ECONOMETRICS AND RISK MANAGEMENT: Advances in Econometrics (22)

Edición Destacada

ISBN 10:  0762313986 ISBN 13:  9780762313983
Editorial: Emerald Group Pub Ltd, 2008
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