Spedizione gratuita per ordini superiori a 69,99 euro.

Controllare lo stato dell'ordine

Entra a far parte di una comunità di amanti dei libri di tutto il mondo e ottieni numerosi vantaggi. Crea un account gratuito

Spedizione gratuita con Packeta per un prezzo superiore a 69.99 €

Corriere Bartolini 4.49 € Punto Poste 5.49 € Punto Poste 5.49 € Punto Bartolini 3.49 € Corriere DHL 6.99 € Corriere GLS 5.99 € Punto GLS 4.49 €

Contatto

Come acquistare

Aiuto

Il mio account

▸ Vuoto :-(

Spedizione gratuita per ordini superiori a 69,99 euro.

Levy processes in credit risk

Wim Schoutens

Jessica Cariboni

Lingua

Inglese

Libro Rigido

Codice Libristo: 04885600

Casa editrice John Wiley & Sons Inc, luglio 2009

This book is an introductory guide to using Levy processes for credit risk modelling. It covers all... Descrizione completa

Codice Libristo: 04885600

342 b

139.69 €

Magazzino esterno in piccole quantità Inviamo tra 11-15 giorni

Fino a 30 giorni per il reso

I clienti hanno acquistato anche

Inovaç?o 3.0 e o pensamento de design associado Angela Lima Peres

In brossura

10.49 €

Vie de M. de Moliere Reimpression de l'edition originale (Paris, 1705) et des pieces annexes Jean-Léonor de Grimarest

Rigido

18.79 €

Visite Du Conseil de l'Ordre Des Avocats Pres La Cour d'Appel de Dijon A M. Le 1er President Cantel IMPR DE DARANTIERE

In brossura

13.19 €

Modélisation et Prédiction de la Fiabilité Logicielle et des Réseaux Mohamed Benaddy

In brossura

80.89 €

Life Vision Intermediate Plus B1+ Student's Book + e-book Jeremy Bowell

In brossura

36.39 €

Volkswirtschaftslehre Gabriele Albers-Wodsak

In brossura

45.19 €

Church Hymns Book Paul Caldani Libro

In brossura

25.99 €

Textarbeit im Englischunterricht der Sekundarstufe Marc A. Bauch

In brossura

41.99 €

Briefwechsel und Tagebucher des Fursten Hermann von Puckler-Muskau Hermann Fürst von Pückler-Muskau

In brossura

30.79 €

PLANETA PU CANVI DE PLANS CAN

In brossura

23.49 €

Kto sie nie rusza, zostaje w tyle Pawlak

MP3

2.49 €

Libérons les étoiles (poche broché) - Tome 02 Hafsah Faizal

In brossura

12.99 €

Reiki Usui Claudia Marchione Camda

In brossura

14.99 €

Ile trzeba zarabiać, żeby być szczęśliwym? Oraz 12 innych pytań o ekonomię i naszą przyszłość Fejfer Kamil

In brossura

15.39 €

Gouvernement Modele Pour La Colonisation d'Alger Et La Civilisation de l'Afrique Estienne

In brossura

12.39 €

Mots croisés du Franc-Maçon - Culture générale Rapp

In brossura

13.99 €

Prinz Bongerich Thomas Lotter

In brossura

8.09 €

Orange 1 Ičigo Takano

In brossura

8.49 €

Lehrbuch der Holzmesskunst Max Friedrich Kunze

In brossura

20.59 €

Rastos Luis Eduardo Garcia Aguiar

In brossura

6.49 €

Kritische Bemerkungen uber einige Voegel Chiles Rudolph Amandus Philippi

In brossura

11.29 €

Verstossene HARRIET LEWIS

In brossura

20.59 €

Toyota HDJ 80 Rallye Raid, 1000 Teile Patrick Meischner

Gioco

31.69 €

Klett Lektürehilfen Peter Stamm, Agnes Johannes Wahl

In brossura

9.59 €

This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data.