Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) pdf epub mobi txt 电子书下载 2025

简体网页||繁体网页

☆☆☆☆☆

出版者:Wiley

作者:Dominic O'Kane

出品人:

页数:514

译者:

出版时间:2008-08-25

价格:USD 140.00

装帧:Hardcover

isbn号码:9780470519288

丛书系列:The Wiley Finance Series

图书标签:

金融
风险管理
credit
Credit
金融工程
数学和计算机
信用风险
risk

下载链接在页面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.