Credit risk. Pricing models. Lecture Notes in Economics and Mathematical Systems, Band 516
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| Preise | 2014 | 2015 | 2019 | 2020 | 2021 |
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| Schnitt | € 140,05 | € 151,25 | € 208,72 | € 170,99 | € 202,69 |
| Nachfrage |
1
Credit Risk Pricing Models
DE HC NWISBN: 9783540404668 bzw. 354040466X, in Deutsch, Springer, Berlin, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
PEMCredit Risk Pricing Models - /EMnow in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues./P2004. xi, 383 S. 65 Tabellen,.Versandfertig in 3-5 Tagen, Hardcover.
buecher.de GmbH & Co. KG, [1].
PEMCredit Risk Pricing Models - /EMnow in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues./P2004. xi, 383 S. 65 Tabellen,.Versandfertig in 3-5 Tagen, Hardcover.
2
Credit Risk Pricing Models (2004)
DE NW RPISBN: 9783540404668 bzw. 354040466X, in Deutsch, Springer Jan 2004, neu, Nachdruck.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, NDS, Germany.
This item is printed on demand - Print on Demand Titel. Neuware - The markets dealing with financial products related to credit risk have been booming over the last years. This has encouraged practitioners and academics at the same time to consider and develop sophisticated models for credit risk pricing. This book gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. Therefore, questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques as well as back-testing issues are addressed. The book covers a broad range of financial instruments such as all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations. In addition, there is a special emphasis on the discussion of data issues like the estimation of consistent transition matrices or the modelling of recovery rates. A lot of market data and latest credit market information completes the book. This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics to get a comprehensive overview of the most important credit risk modelling issues. 396 pp. Englisch.
This item is printed on demand - Print on Demand Titel. Neuware - The markets dealing with financial products related to credit risk have been booming over the last years. This has encouraged practitioners and academics at the same time to consider and develop sophisticated models for credit risk pricing. This book gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. Therefore, questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques as well as back-testing issues are addressed. The book covers a broad range of financial instruments such as all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations. In addition, there is a special emphasis on the discussion of data issues like the estimation of consistent transition matrices or the modelling of recovery rates. A lot of market data and latest credit market information completes the book. This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics to get a comprehensive overview of the most important credit risk modelling issues. 396 pp. Englisch.
3
Credit Risk Pricing Models: Theory and Practice (Springer Finance)
EN NWISBN: 9783540404668 bzw. 354040466X, in Englisch, Springer, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, 3-5 Days.
Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.
Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.
4
Credit Risk Pricing Models: Theory and Practice (Springer Finance)
EN NWISBN: 9783540404668 bzw. 354040466X, in Englisch, Springer, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, 3-5 Days.
Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.
Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.
6
Credit Risk Pricing Models: Theory and Practice. Springer Finance (2004)
DE USISBN: 9783540404668 bzw. 354040466X, in Deutsch, Springer, gebraucht.
Petra Gros, [3076014].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Credit Risk Pricing Models: Theory and Practice. Springer Finance (2004)
DE USISBN: 9783540404668 bzw. 354040466X, in Deutsch, Springer, gebraucht.
Petra Gros, [3076014].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Credit Risk Pricing Models (2004)
~EN HC NWISBN: 9783540404668 bzw. 354040466X, vermutlich in Englisch, 2. Ausgabe, Springer, Berlin/Heidelberg, Deutschland, gebundenes Buch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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