找回密碼
 To register

QQ登錄

只需一步,快速開始

掃一掃,訪問微社區(qū)

打印 上一主題 下一主題

Titlebook: Credit Risk Pricing Models; Theory and Practice Bernd Schmid Book 2004Latest edition Springer-Verlag Berlin Heidelberg 2004 Credit Derivati

[復(fù)制鏈接]
查看: 27273|回復(fù): 38
樓主
發(fā)表于 2025-3-21 16:34:17 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Credit Risk Pricing Models
副標(biāo)題Theory and Practice
編輯Bernd Schmid
視頻videohttp://file.papertrans.cn/240/239642/239642.mp4
概述Contains the latest developments in credit risk research.Gives a broad overview of credit risk models
叢書名稱Springer Finance
圖書封面Titlebook: Credit Risk Pricing Models; Theory and Practice Bernd Schmid Book 2004Latest edition Springer-Verlag Berlin Heidelberg 2004 Credit Derivati
描述This new edition is a greatly extended and updated version of my earlier monograph "Pricing Credit Linked Financial Instruments" (Schmid 2002). Whereas the first edition concentrated on the re- search which I had done in the context of my PhD thesis, this second edition covers all important credit risk models and gives a general overview of the subject. I put a lot of effort in explaining credit risk factors and show the latest results in default probability and recovery rate modeling. There is a special emphasis on correlation issues as well. The broad range of financial instruments I consider covers not only defaultable bonds, defaultable swaps and single counterparty credit derivatives but is further extended by multi counterparty in- struments like index swaps, basket default swaps and collateralized debt obligations. I am grateful to Springer-Verlag for the great support in the realiza- tion of this project and want to thank the readers of the first edition for their overwhelming feedback. Last but not least I want to thank Uli G?ser for ongoing patience, en- couragement, and support, my family and especially my sister Wendy for being there at all times. BemdSchmid Stuttgart,
出版日期Book 2004Latest edition
關(guān)鍵詞Credit Derivatives; bond portfolio optimisation; collateralised debt obligations; credit risk models; de
版次2
doihttps://doi.org/10.1007/978-3-540-24716-6
isbn_softcover978-3-642-07335-9
isbn_ebook978-3-540-24716-6Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer-Verlag Berlin Heidelberg 2004
The information of publication is updating

書目名稱Credit Risk Pricing Models影響因子(影響力)




書目名稱Credit Risk Pricing Models影響因子(影響力)學(xué)科排名




書目名稱Credit Risk Pricing Models網(wǎng)絡(luò)公開度




書目名稱Credit Risk Pricing Models網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Credit Risk Pricing Models被引頻次




書目名稱Credit Risk Pricing Models被引頻次學(xué)科排名




書目名稱Credit Risk Pricing Models年度引用




書目名稱Credit Risk Pricing Models年度引用學(xué)科排名




書目名稱Credit Risk Pricing Models讀者反饋




書目名稱Credit Risk Pricing Models讀者反饋學(xué)科排名




單選投票, 共有 0 人參與投票
 

0票 0%

Perfect with Aesthetics

 

0票 0%

Better Implies Difficulty

 

0票 0%

Good and Satisfactory

 

0票 0%

Adverse Performance

 

0票 0%

Disdainful Garbage

您所在的用戶組沒有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 21:07:41 | 只看該作者
板凳
發(fā)表于 2025-3-22 02:45:09 | 只看該作者
Modeling Credit Risk Factors,r risk compensation ? To answer this question it is essential to determine the key sources of risk. As we are concerned with credit risk, this section is devoted to the identification of credit risk factors. We show the current practice of credit risk factor modeling and present these methodologies
地板
發(fā)表于 2025-3-22 04:48:43 | 只看該作者
5#
發(fā)表于 2025-3-22 12:45:21 | 只看該作者
Credit Derivatives,(see, e.g., table 5.2) since credit derivatives have been first publicly introduced in 1992, at the International Swaps and Derivatives Association annual meeting in Paris, and the end of this tendency is not about to come. Much of the growth in the credit derivatives market has been aided by the gr
6#
發(fā)表于 2025-3-22 13:27:33 | 只看該作者
1616-0533 hank the readers of the first edition for their overwhelming feedback. Last but not least I want to thank Uli G?ser for ongoing patience, en- couragement, and support, my family and especially my sister Wendy for being there at all times. BemdSchmid Stuttgart, 978-3-642-07335-9978-3-540-24716-6Series ISSN 1616-0533 Series E-ISSN 2195-0687
7#
發(fā)表于 2025-3-22 19:10:57 | 只看該作者
8#
發(fā)表于 2025-3-22 21:24:25 | 只看該作者
Credit Derivatives, number of important markets. Also much of the growth of the credit derivatives mar-ket would not have been possible without the development of models for the pricing and management of credit risk. There is an increasing sophistication in the market as market participants have developed a more quant
9#
發(fā)表于 2025-3-23 02:05:46 | 只看該作者
10#
發(fā)表于 2025-3-23 09:14:50 | 只看該作者
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評 投稿經(jīng)驗總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-5 21:12
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
新津县| 潼关县| 高要市| 五常市| 社会| 灵川县| 洮南市| 乐业县| 郧西县| 三江| 文登市| 金沙县| 吉隆县| 宁陕县| 什邡市| 黄梅县| 威海市| 读书| 荔波县| 哈尔滨市| 焉耆| 砚山县| 兴宁市| 克拉玛依市| 离岛区| 赤城县| 龙州县| 衡水市| 江陵县| 眉山市| 青海省| 济宁市| 安龙县| 兴仁县| 金塔县| 新化县| 仁布县| 九寨沟县| 临湘市| 达州市| 雷波县|