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