This book is the first comprehensive treatment, of structural credit risk models for the simultaneous and consistent pricing ...
Continue readingThis volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Continue readingApplied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
Continue readingCredit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial ...
Continue readingA number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
Continue readingThis book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, ...
Continue readingThe KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute ...
Continue readingThe technology of artifcial intelligence is increasing its importance thanks to the rapid growth of the Internet and computer ...
Continue readingThis book provides introductory material about enterprise risk management, and the role of risk in decision making. It presents ...
Continue readingSvenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches ...
Continue readingProvides a digestible step-by-step guide to reading corporate financial reports, drawing upon real-life case studies and ...
Continue readingNew developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking ...
Continue readingIn this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. ...
Continue readingPast cycles of sovereign lending and default in emerging markets suggest that debt crises will recur at some point. In addressing ...
Continue readingThe impressive development of the finance literature with its emphasis on asset pricing and the formal modeling of incentive ...
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