Econometrics and Risk Management

Econometrics and Risk Management

 

254,55 €
IVA incluido
Consulta disponibilidad
Editorial:
Emerald Publishing Ltd
Año de edición:
2008
ISBN:
9781848551961

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  • Librería Samer Atenea
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Sobre IBD

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

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