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Credit Derivatives Pricing Models
Language: en
Pages: 396
Authors: Philipp J. Schönbucher
Categories: Business & Economics
Type: BOOK - Published: 2003-10-31 - Publisher: John Wiley & Sons

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Trading and Pricing Financial Derivatives
Language: en
Pages: 273
Authors: Patrick Boyle
Categories: Business & Economics
Type: BOOK - Published: 2018-12-17 - Publisher: Walter de Gruyter GmbH & Co KG

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Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowle
Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Language: en
Pages: 176
Authors: Svenja Hager
Categories: Business & Economics
Type: BOOK - Published: 2008-09-08 - Publisher: Springer Science & Business Media

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Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of
Understanding Credit Derivatives and Related Instruments
Language: en
Pages: 421
Authors: Antulio N. Bomfim
Categories: Business & Economics
Type: BOOK - Published: 2015-11-23 - Publisher: Academic Press

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Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading cred
Credit Derivatives
Language: en
Pages: 248
Authors: Gunter Meissner
Categories: Business & Economics
Type: BOOK - Published: 2009-02-04 - Publisher: John Wiley & Sons

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The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with