The Oxford handbook of credit derivatives:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2011
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Oxford Handbooks in Finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XXVI, 677 S. graph. Darst. 25 cm |
| ISBN: | 9780199546787 0199546789 9780199669486 |
Internformat
MARC
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| 084 | |a MAT 607f |2 stub | ||
| 245 | 1 | 0 | |a The Oxford handbook of credit derivatives |c ed. by Alexander Lipton ... |
| 246 | 1 | 3 | |a Handbook of credit derivatives |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2011 | |
| 300 | |a XXVI, 677 S. |b graph. Darst. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Oxford Handbooks in Finance | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-021193590 | ||
Datensatz im Suchindex
| _version_ | 1804143910125043712 |
|---|---|
| adam_text | Contents
List of Figures
ix
List of Tables
xviii
List of Contributors
xx
PART I INTRODUCTION
1.
Non-Technical Introduction
3
Gillian
Tett
2.
Technical Introduction
17
Andrew Rennie and Alexander Lipton
PART II STATISTICAL OVERVIEW
3.
Default Recovery Rates and LGD in Credit Risk Modelling
and Practice
39
Edward
I. Altman
4.
A Guide to Modelling Credit Term Structures
66
Arthur M.
Berd
5.
Statistical Data Mining Procedures in Generalized Cox Regressions
123
Zhen Wei
PART III SINGLE AND MULTI-NAME THEORY
6.
An Exposition of CDS Market Models
159
Lutz
Schlokgl
7.
Single- and Multi-Name Credit Derivatives: Theory and Practice
196
Alexander Lipton and David Shelton
8.
Marshall-Olkin Copula-Based Models
257
Youssef Elouerkhaoui
VIU
CONTENTS
9.
Contagion
Models in
Credit
Risk
285
Mark
H.
A. Davis
10.
Markov Chain Models of Portfolio Credit Risk
327
Tomasz
R.
Bielecki,
Stéphane Crépey
and Alexander
Herbertsson
11.
Counterparty Risk in Credit Derivative Contracts
383
Jon Gregory
12.
Credit Value Adjustment in the Extended Structural Default Model
406
Alexander Lipton and
Artur
Sepp
PART IV BEYOND NORMALITY
13.
A New Philosophy of the Market
467
Elie Ayache
14.
An EVT primer for credit risk
500
Valérie Chavez-Demoulin
and Paul Embrechts
15.
Saddlepoint Methods in Portfolio Theory
533
Richard J. Martin
PART V SECURITIZATION
16.
Quantitative Aspects of the Collapse of the Parallel Banking System
573
Alexander Batch
varov
17.
Home Price Derivatives and Modelling
604
Alexander Levin
18.
A Valuation Model for
ABS
CDOs
631
Julian
Manzano,
Vladimir Kamotski,
Umberto Pesavento
and Alexander Lipton
Name Index
657
Subject Index
663
|
| any_adam_object | 1 |
| author2 | Lipton, Alexander |
| author2_role | edt |
| author2_variant | a l al |
| author_facet | Lipton, Alexander |
| building | Verbundindex |
| bvnumber | BV037280779 |
| classification_rvk | QK 660 SK 980 |
| classification_tum | WIR 170f MAT 607f |
| ctrlnum | (OCoLC)707111062 (DE-599)BVBBV037280779 |
| dewey-full | 332.6457015118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6457015118 |
| dewey-search | 332.6457015118 |
| dewey-sort | 3332.6457015118 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV037280779 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:55:10Z |
| institution | BVB |
| isbn | 9780199546787 0199546789 9780199669486 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021193590 |
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| physical | XXVI, 677 S. graph. Darst. 25 cm |
| publishDate | 2011 |
| publishDateSearch | 2011 |
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| publisher | Oxford Univ. Press |
| record_format | marc |
| series2 | Oxford Handbooks in Finance |
| spelling | The Oxford handbook of credit derivatives ed. by Alexander Lipton ... Handbook of credit derivatives 1. publ. Oxford [u.a.] Oxford Univ. Press 2011 XXVI, 677 S. graph. Darst. 25 cm txt rdacontent n rdamedia nc rdacarrier Oxford Handbooks in Finance Hier auch später erschienene, unveränderte Nachdrucke Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditderivat (DE-588)7660453-6 s Mathematisches Modell (DE-588)4114528-8 s DE-188 Lipton, Alexander edt Erscheint auch als Online-Ausgabe 978-0-19-174358-0 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021193590&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The Oxford handbook of credit derivatives Mathematisches Modell (DE-588)4114528-8 gnd Kreditderivat (DE-588)7660453-6 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)7660453-6 (DE-588)4143413-4 |
| title | The Oxford handbook of credit derivatives |
| title_alt | Handbook of credit derivatives |
| title_auth | The Oxford handbook of credit derivatives |
| title_exact_search | The Oxford handbook of credit derivatives |
| title_full | The Oxford handbook of credit derivatives ed. by Alexander Lipton ... |
| title_fullStr | The Oxford handbook of credit derivatives ed. by Alexander Lipton ... |
| title_full_unstemmed | The Oxford handbook of credit derivatives ed. by Alexander Lipton ... |
| title_short | The Oxford handbook of credit derivatives |
| title_sort | the oxford handbook of credit derivatives |
| topic | Mathematisches Modell (DE-588)4114528-8 gnd Kreditderivat (DE-588)7660453-6 gnd |
| topic_facet | Mathematisches Modell Kreditderivat Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021193590&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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