Автор: Lichters Roland Название: Modern Derivatives Pricing and Credit Exposure Analysis ISBN: 1137494832 ISBN-13(EAN): 9781137494832 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today`s markets.
Автор: Brigo Название: Counterparty Credit Risk, Collateral and Funding ISBN: 047074846X ISBN-13(EAN): 9780470748466 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. The authors also aim to help quantitative analysts, traders, and anyone else needing to measure counterparty risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others. Table of Contents Preface Chapter 1: Definitions and Notation Chapter 2: Counterparty Risk in General Chapter 3: Modeling the underlying: Equity, Rates, Commodities and Credit Chapter 4: Counterparty Risk for Interest Rate Swaps and exotics Chapter 5: Counterparty Risk for FX Chapter 6: Counterparty Risk for Commodities Chapter 7: Counterparty Risk for Credit Chapter 8: Counterparty Risk for Equity Chapter 9. Contingent CDS and other hybrid products Appendix A: Stochastic Calculus Appendix B: Copula Functions
Автор: Joseph Ciby Название: Advanced Credit Risk Analysis & Management ISBN: 1118604911 ISBN-13(EAN): 9781118604915 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009 has shown that sound understanding of underlying credit risk is crucial. If credit freezes, almost every activity in the economy is affected.
Описание: Fully updated and revised The Bank Credit Analysis Handbook, Second Edition explains the role and methodologies of bank credit analysts, giving both investors and practitioners an insider`s perspective on how rating agencies assign all-important credit ratings to banks.
Описание: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Автор: Gray Название: Macrofinancial Risk Analysis ISBN: 0470058315 ISBN-13(EAN): 9780470058312 Издательство: Wiley Рейтинг: Цена: 15048.00 р. Наличие на складе: Поставка под заказ.
Описание: Macrofinancial risk analysis Dale Gray and Samuel Malone Macrofinancial Risk Analysis provides a new and powerful framework with which policymakers and investors can analyze risk and vulnerability in economies, both emerging market and industrial.
Автор: Alexander, Carol Название: Market risk analysis ISBN: 0470997893 ISBN-13(EAN): 9780470997895 Издательство: Wiley Рейтинг: Цена: 10930.00 р. Наличие на складе: Поставка под заказ.
Описание: Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set.
Автор: Louis Anthony Cox Jr. Название: Risk Analysis of Complex and Uncertain Systems ISBN: 1441947035 ISBN-13(EAN): 9781441947031 Издательство: Springer Рейтинг: Цена: 32004.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Acknowledged risk authority Tony Cox shows all risk practitioners how Quantitative Risk Assessment (QRA) can improve risk management decisions and policies. It illustrates QRA methods for complex and uncertain biological, engineering, and social systems.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
