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Econometrics and Risk Management
Jean-P Et Al Fouque
€ 133.33
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Description for Econometrics and Risk Management
Hardback. Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach. Editor(s): Fomby, Thomas B.; Fouque, Jean-Pierre; Solna, Knut. Series: Advances in Econometrics. Num Pages: 304 pages, Illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 236 x 162 x 17. Weight in Grams: 578.
The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced ... Read more
The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Emerald Publishing Limited United Kingdom
Number of pages
304
Condition
New
Series
Advances in Econometrics
Number of Pages
304
Place of Publication
Bingley, United Kingdom
ISBN
9781848551961
SKU
V9781848551961
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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