Detail produktu

Produkt mají v nabídce:

Bookshop

1 322 Kč

Do eshopu

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms - Hager, Svenja

Collateralized Debt Obligations (CDOs) are the most prominent example of portfol- related credit derivatives. The standard market model is the Gaussian copula model, which uses only one parameter to summarize the correlations of default times in the underlying credit portfolio.

Podobné produkty

Credit Derivatives - Meissner, Gunter (Hawaii Pacific University)

Credit Derivatives - Meissner, Gunter (Hawaii Pacific University)

1 763 Kč

Porovnat nabídky

Credit Derivatives and Structured Credit Trading - Kothari, Vinod

Credit Derivatives and Structured Credit Trading - Kothari, Vinod

3 231 Kč

Porovnat nabídky

Credit Derivatives Pricing Models - Schonbucher, Philipp J. (ETH Zurich, Switzerland)

Credit Derivatives Pricing Models - Schonbucher, Philipp J. (ETH Zurich, Switzerland)

2 791 Kč

Porovnat nabídky

Managing Portfolio Credit Risk in Banks - Bandyopadhyay, Arindam

Managing Portfolio Credit Risk in Banks - Bandyopadhyay, Arindam

2 844 Kč

Porovnat nabídky

Modelling Single-name and Multi-name Credit Derivatives - O'Kane, Dominic

Modelling Single-name and Multi-name Credit Derivatives - O'Kane, Dominic

2 614 Kč

Porovnat nabídky

On The Origin Of Planets: By Means Of Natural Simple Processes - Woolfson, Michael Mark (University Of York, Uk)

On The Origin Of Planets: By Means Of Natural Simple Processes - Woolfson, Michael Mark (University Of York, Uk)

1 204 Kč

Porovnat nabídky

Account of Experiments to Determine the Figure of the Earth by Means of the Pendulum Vibrating Seconds in Different Latitudes - Sabine, Edward

Account of Experiments to Determine the Figure of the Earth by Means of the Pendulum Vibrating Seconds in Different Latitudes - Sabine, Edward

1 781 Kč

Porovnat nabídky

On The Origin Of Planets: By Means Of Natural Simple Processes - Woolfson, Michael Mark (University Of York, Uk)

On The Origin Of Planets: By Means Of Natural Simple Processes - Woolfson, Michael Mark (University Of York, Uk)

2 203 Kč

Porovnat nabídky

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives - Fouque, Jean-Pierre (University of California, Santa Barbara) a Papanicolaou, George (Stanford University, California) a Sircar, Ronnie (Princeton University, New Jersey) a Solna, Knut (University of California, Irvine)

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives - Fouque, Jean-Pierre (University of California, Santa Barbara) a Papanicolaou, George (Stanford University, California) a Sircar, Ronnie (Princeton University, New Jersey) a Solna, Knut (University of California, Irvine)

2 188 Kč

Porovnat nabídky

By Means of Performance

By Means of Performance

1 719 Kč

Porovnat nabídky

Credit Risk of Complex Derivatives - Banks, Erik

Credit Risk of Complex Derivatives - Banks, Erik

3 819 Kč

Porovnat nabídky

Credit Risk

Credit Risk

6 563 Kč

Porovnat nabídky

↑