Isbn: 9783319869735 - credit correlation: theory and practice (applied quantitative finance) (13 Ergebnisse)

Zustand: New. In.

Paperback. Zustand: New.

Zustand: New. 2018. Paperback. . . . . .

Zustand: New. 2018. Paperback. . . . . . Books ship from the US and Ireland.

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at an advanced level, it assumes that readers are familiar with the fundamentals of credit modelling covered, for example, in the market leading books by Schonbucher (2003) and O'Kane (2008). Coverage will include the latest default correlation approaches; correlation modelling in the 'Marshall-Olkin' contagion framework, in the context of CVA; numerical implementation; and pricing, calibration and risk challenges.The explosive growth of credit derivatives markets in the early-to-mid 000's was bought to a close by the 2007 financial crisis, where these instruments were held largely to blame for the economic downturn. However, in the wake of increased regulation across all financial instruments and the challenge of buying and selling bonds in large amounts, credit derivatives have once again been found to be the answer and the market has grown significantly. Written by a practitioner for practitioners, this book will also interest researchers in mathematical finance who want to understand how things happen and work 'on the floor'. Building the reader's knowledge from the ground up, and with numerous real life examples used throughout, this book will prove a popular reference for anyone with a mathematical mind interested credit markets.…

Taschenbuch. Zustand: Neu. Credit Correlation | Theory and Practice | Youssef Elouerkhaoui | Taschenbuch | Applied Quantitative Finance | xxiv | Englisch | 2018 | Springer | EAN 9783319869735 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: new. Questo è un articolo print on demand.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at an advanced level, it assumes that readers are familiar with the fundamentals of credit modelling covered, for example, in the market leading books by Schonbucher (2003) and O'Kane (2008). Coverage will include the latest default correlation approaches; correlation modelling in the 'Marshall-Olkin' contagion framework, in the context of CVA; numerical implementation; and pricing, calibration and risk challenges.The explosive growth of credit derivatives markets in the early-to-mid 000's was bought to a close by the 2007 financial crisis, where these instruments were held largely to blame for the economic downturn. However, in the wake of increased regulation across all financial instruments and the challenge of buying and selling bonds in large amounts, credit derivatives have once again been found to be the answer and the market has grown significantly. Written by a practitioner for practitioners, this book will also interest researchers in mathematical finance who want to understand how things happen and work 'on the floor'. Building the reader's knowledge from the ground up, and with numerous real life examples used throughout, this book will prove a popular reference for anyone with a mathematical mind interested credit markets. 480 pp. Englisch.…

Zustand: New. Print on Demand.

Zustand: New. PRINT ON DEMAND.

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Youssef Elouerkhaoui is a Managing Director and the Global Head of Credit Quantitative Analysis at Citi. His group supports all modelling and product development activities for Credit Markets. This includes: Flow, Correlation, Options and Exotics..…

Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Authored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences.Tackles up-to-date credit and default correlation on the market.Renewed interest in credit products, with leading investment house Blackrock leading the charge given challenging market conditions in other areas (e.g. bond trading).Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 480 pp. Englisch.…