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Econometrics and Risk Management - Advances in Econometrics
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Econometrics and Risk Management - Advances in Econometrics
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.
291 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de diciembre de 2008 |
| ISBN13 | 9781848551961 |
| Editores | Emerald Publishing Limited |
| Páginas | 304 |
| Dimensiones | 162 × 236 × 17 mm · 578 g |
| Lengua | Inglés |
| Editor | Fomby, Thomas B. |
| Editor | Fouque, Jean-Pierre |
| Editor | Solna, Knut |
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