Cossin, Didier; Pirotte, Hugues
Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book...
ISBN: 0-471-98723-9, ISBN-13: 978-0-471-98723-9
1. Auflage,
11/2000/Gb
€ 119,00 |
available in 3-5 days
|
Kortanek, Ken O.; Medvedev, Vladimir G.
This book offers a new approach to interest rate and modeling term structure by using
models based on optimization of dynamical systems, rather than the...
ISBN: 0-471-49595-6, ISBN-13: 978-0-471-49595-6
1. Auflage,
09/2001/Gb
€ 112,00 |
available in 3-5 days
|
Das, Satyajit
CDOs and Structured Credit Products
A complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues...
ISBN: 0-470-82159-0, ISBN-13: 978-0-470-82159-6
3. Auflage,
04/2005/Gb
€ 105,00 |
available in 3-5 days
|
Schönbucher, Philipp J.
Models, Pricing and Implementation
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to...
ISBN: 0-470-84291-1, ISBN-13: 978-0-470-84291-1
1. Auflage,
05/2003/Gb
€ 112,00 |
available in 3-5 days
|
DeRosa, David F.
Pricing Theory, Exotic Options, Hedging Applications
A groundbreaking collection on currency derivatives, including pricing theory and hedging applications.
"David DeRosa has assembled an outstanding collection...
ISBN: 0-471-25267-0, ISBN-13: 978-0-471-25267-2
1. Auflage,
9/1998/Gb
€ 89,90 |
available in 3-5 days
|
Schwartz, Robert J.; Smith, Clifford W.
Risk Management and Control
While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated...
ISBN: 0-471-15765-1, ISBN-13: 978-0-471-15765-6
1. Auflage,
6/1997/Gb
€ 83,90 |
available in 3-5 days
|
Marshall, John F.
A practical guide to the inside language of the world of derivative instruments and risk management
Financial engineering is where technology and quantitative...
ISBN: 0-471-24291-8, ISBN-13: 978-0-471-24291-8
1. Auflage,
12/2000/Gb
€ 51,90 |
available in 3-5 days
|
Francis, Jack Clark; Toy, William W.; Whittacker, J. Gregg
"There are so many ways to use derivatives that I'm almost surprised when someone doesn't use them. Producers and consumers, investors and issuers, hedgers and...
ISBN: 0-471-32603-8, ISBN-13: 978-0-471-32603-8
1. überarbeitete Auflage,
1/2000/Gb
€ 119,00 |
available in 3-5 days
|
Nelken, Izzy
Convertible Bonds, Preferred Shares, Lyons, ELKS, DECS and other Mandatory Convertible Notes
Hybrid instruments - essentially bonds with an equity component - are found in a multitude of guises. This generic heading encompasses a seemingly endless...
ISBN: 0-471-89114-2, ISBN-13: 978-0-471-89114-7
1. Auflage,
4/2000/Gb
€ 122,00 |
available in 3-5 days
|
Clewlow, Les; Strickland, Chris
Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options,...
ISBN: 0-471-96651-7, ISBN-13: 978-0-471-96651-7
1. Auflage,
4/1998/Gb
€ 119,00 |
available in 3-5 days
|
Briys, Eric; de Varenne, François
Asset Liability Management in Insurance Companies
An in-depth look at the increasingly significant convergence between the insurance industry and the capital markets.
This important publication, by two...
ISBN: 0-471-49227-2, ISBN-13: 978-0-471-49227-6
1. Auflage,
05/2001/Gb
€ 119,00 |
available in 3-5 days
|
James, Jessica; Webber, Nick
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical...
ISBN: 0-471-97523-0, ISBN-13: 978-0-471-97523-6
1. Auflage,
4/2000/Gb
€ 119,00 |
available in 3-5 days
|
Duffy, Daniel J.
An Object-Oriented Approach
The object-oriented programming language C++ is the de facto standard for developing real-life applications for Quantitative Finance and Financial Engineering....
ISBN: 0-470-01538-1, ISBN-13: 978-0-470-01538-4
1. Auflage,
10/2006/Gb
€ 87,90 |
available in 3-5 days
|
Gatarek, Dariusz; Bachert, Przemyslaw; Maksymiuk, Robert
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and...
ISBN: 0-470-01443-1, ISBN-13: 978-0-470-01443-1
1. Auflage,
12/2006/Gb
€ 97,90 |
available in 3-5 days
|
Caouette, John B.; Altman, Edward I.; Narayanan, Paul
The Next Great Financial Challenge
The first full analysis of the latest advances in managing credit risk.
"Against a backdrop of radical industry evolution, the authors of Managing Credit...
ISBN: 0-471-11189-9, ISBN-13: 978-0-471-11189-4
1. Auflage,
10/1998/Gb
€ 89,90 |
available in 3-5 days
|
|
CRISPR-Cas:
Budding Yeast
Learning and Memory
Conservation Science: Balancing the Needs of People and Nature
Introduction to Optical Microscopy
Organic Chemistry
CURRENT PROTOCOLS Wiley USA