A Structural Framework for the Pricing of Corporate Securities
This book is the first comprehensive treatment, of structural credit risk models for the simultaneous and consistent pricing ...
Weiterlesen
Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Weiterlesen
Applied Quantitative Finance
Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
Weiterlesen
Bio-Inspired Credit Risk Analysis
Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial ...
Weiterlesen
Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
WeiterlesenInnovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, ...
WeiterlesenInnovations in Quantitative Risk Management : TU München, September 2013
The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute ...
Weiterlesen
New Frontiers in Artificial Intelligence : JSAI 2007 Conference and Workshops, Miyazaki, Japan, June 18-22, 2007, Revised Selected Papers
The technology of artifcial intelligence is increasing its importance thanks to the rapid growth of the Internet and computer ...
Weiterlesen
New Frontiers in Enterprise Risk Management
This book provides introductory material about enterprise risk management, and the role of risk in decision making. It presents ...
Weiterlesen
Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches ...
Weiterlesen
Reading Between the Lines of Corporate Financial Reports : In Search of Financial Misstatements / Jacek Welc
Provides a digestible step-by-step guide to reading corporate financial reports, drawing upon real-life case studies and ...
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Risk Assessment : Decisions in Banking and Finance
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking ...
Weiterlesen
Scenario Logic and Probabilistic Management of Risk in Business and Engineering
In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. ...
Weiterlesen
Sovereign Default Risk Valuation
Past cycles of sovereign lending and default in emerging markets suggest that debt crises will recur at some point. In addressing ...
Weiterlesen
Strategy and Organization of Corporate Banking
The impressive development of the finance literature with its emphasis on asset pricing and the formal modeling of incentive ...
Weiterlesen
