Econometrics and Risk Management
Odporučiť
  • Anglický jazyk

Econometrics and Risk Management

Autor: Thomas B. Fomby

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... Viac o knihe

Na objednávku

197.13 €

bežná cena: 207.50 €

O knihe

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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