Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
gebundene Ausgabe. Condición: Gut. 185 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 420.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New.
Publicado por John Wiley and Sons, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: INDOO, Avenel, NJ, Estados Unidos de America
Condición: New.
Publicado por John Wiley and Sons Ltd, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Hardback. Condición: New. New copy - Usually dispatched within 4 working days. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Hardcover. Condición: new.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Condición: As New. Unread book in perfect condition.
Publicado por Wiley, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Condición: New.
Publicado por John Wiley & Sons Inc, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: Revaluation Books, Exeter, Reino Unido
Hardcover. Condición: Brand New. 1st edition. 200 pages. 9.25x6.25x0.75 inches. In Stock.
Publicado por John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: Grand Eagle Retail, Wilmington, DE, Estados Unidos de America
Original o primera edición
Hardcover. Condición: new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Publicado por John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: CitiRetail, Stevenage, Reino Unido
Original o primera edición
Hardcover. Condición: new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Publicado por John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470743069 ISBN 13: 9780470743065
Librería: AussieBookSeller, Truganina, VIC, Australia
Original o primera edición
Hardcover. Condición: new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.