Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management / Colin Turfus
Publication year: 2020
ISBN: 1119609615
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Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new approach to pricing credit-contingent financial instruments. Author and experienced financial engineer Dr. Colin Turfus has created an approach that allows model validators to perform rapid benchmarking of risk and pricing models while making the most efficient use possible of computing resources.
Subject: Finance, Investment, Finance & Investments, Credit derivatives, Financial risk management
