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Credit Risk: Modeling, Valuation and Hedging
Language: en
Pages: 517
Authors: Tomasz R. Bielecki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory
Credit Risk
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2004 - Publisher:

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Modelling, Pricing, and Hedging Counterparty Credit Exposure
Language: en
Pages: 257
Authors: Giovanni Cesari
Categories: Business & Economics
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Credit Risk
Language: en
Pages: 600
Authors: Niklas Wagner
Categories: Business & Economics
Type: BOOK - Published: 2008-05-28 - Publisher: CRC Press

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Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme
Credit Risk Valuation
Language: en
Pages: 259
Authors: Manuel Ammann
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Als