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Resultados para: credit risk pricing

8 produtos
  • Counterparty Credit Risk, Collateral And...

    Brigo, Damiano; Pallavicini, Andrea
    (5744548)

    The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a...

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  • e-book

    Credit Risk Frontiers - Subprime Crisis,...

    Brigo, Damiano; Tomasz Bielecki; Frederic Patras
    (9290020)

    A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what...

  • e-book

    Credit Risk Frontiers - Subprime Crisis,...

    Brigo, Damiano; Tomasz Bielecki; Frederic Patras
    (9290048)

    A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what...

  • e-book

    Counterparty Credit Risk, Collateral and...

    Morini, Massimo; Pallavicini, Andrea
    (9289888)

    The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a...

  • e-book

    Counterparty Credit Risk, Collateral and...

    Brigo, Damiano; Morini, Massimo; Pallavicini, Andrea
    (9289884)

    The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a...

  • Credit Derivatives Application, Pricing, And...

    Meissner,Gunter
    (312852)

    The market for credit derivatives––financial instruments designed to transfer credit risk from one party to another––has grown exponentially in recent years, with volume expected to reach more than $4.8 trillion by 2004. With demand increasing from...

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  • e-book

    Pricing of Sovereign Credit Risk - Evidence...

    Lorenzo Forni; C. Emre Alper
    (9492408)

    We investigate the pricing of sovereign credit risk over the period 2008-2010 for selected advanced economies by examining two widely-used indicators: sovereign credit default swap (CDS) and relative asset swap (RAS) spreads. Cointegration analysis...

  • e-book

    Pricing and Hedging Interest and Credit Risk...

    Skinner, Frank
    (2890411)

    This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those who are interested in trading these instruments in an investment bank, but is also useful for those responsible for...

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