Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Continue readingPerturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a ...
Continue readingSvenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches ...
Continue readingThis book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics ...
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