書目名稱 | Credit Risk Pricing Models | 副標(biāo)題 | Theory and Practice | 編輯 | Bernd Schmid | 視頻video | http://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 |  | 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 | doi | https://doi.org/10.1007/978-3-540-24716-6 | isbn_softcover | 978-3-642-07335-9 | isbn_ebook | 978-3-540-24716-6Series ISSN 1616-0533 Series E-ISSN 2195-0687 | issn_series | 1616-0533 | copyright | Springer-Verlag Berlin Heidelberg 2004 |
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