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

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發(fā)表于 2025-3-21 16:34:17 | 只看該作者 |倒序?yàn)g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

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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
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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
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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
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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
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