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Language: en
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Type: BOOK - Published: 2015-11-15 - Publisher: Springer
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Language: en
Pages: 403
Pages: 403
Type: BOOK - Published: 2003-06-13 - Publisher: John Wiley & Sons
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Language: en
Pages: 897
Pages: 897
Type: BOOK - Published: 2019-10-08 - Publisher: Springer Nature
Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfoli
Language: en
Pages: 257
Pages: 257
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Language: en
Pages: 609
Pages: 609
Type: BOOK - Published: 2008 - Publisher: World Scientific
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I