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 ...
Lire la suite
Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lire la suite
Applied Quantitative Finance
Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
Lire la suite
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 ...
Lire la suite
Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
Lire la suiteInnovations 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, ...
Lire la suiteInnovations 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 ...
Lire la suite
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 ...
Lire la suite
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 ...
Lire la suite
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 ...
Lire la suite
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 ...
Lire la suite
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 ...
Lire la suite
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. ...
Lire la suite
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 ...
Lire la suite
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 ...
Lire la suite
