Holdings: The Oxford handbook of credit derivatives

The Oxford handbook of credit derivatives:

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Bibliographic Details
Other Authors:	Lipton, Alexander (Editor)
Format:	Book
Language:	English
Published:	Oxford [u.a.] Oxford Univ. Press 2011
Edition:	1. publ.
Series:	Oxford Handbooks in Finance
Subjects:	Mathematisches Modell Kreditderivat Aufsatzsammlung
Online Access:	Inhaltsverzeichnis
Item Description:	Hier auch später erschienene, unveränderte Nachdrucke
Physical Description:	XXVI, 677 S. graph. Darst. 25 cm
ISBN:	9780199546787 0199546789 9780199669486

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MARC


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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
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discipline	Mathematik Wirtschaftswissenschaften
edition	1. publ.
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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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