Lévy processes in credit risk:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, UK
Wiley
©2009
|
| Schriftenreihe: | Wiley finance
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | Includes bibliographical references (pages 167-171) and index An introductory guide to using Levy processes for credit risk modeling. This introductory guide to Levy processes covers all types of credit derivatives, from the single-name vanilla derivatives to more complex structured credit risk products. It refines credit risk modeling with jump processes, a vital revision for today's tumultuous credit market. Readers will learn how the classical models can be improved with Levy processes. The book uses real market data to analyze and illustrate derivative structures and covers both the practical and theoretical underpinnings of Levy processes in credit |
| Beschreibung: | 1 Online-Ressource (ix, 185 pages) |
| ISBN: | 9781119206521 1119206529 9780470749036 0470749032 |
Internformat
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| 650 | 7 | |a Lévy processes |2 fast | |
| 650 | 7 | |a Risk management / Mathematical models |2 fast | |
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Datensatz im Suchindex
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| author | Schoutens, Wim |
| author_facet | Schoutens, Wim |
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| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.8/8015195 |
| dewey-search | 658.8/8015195 |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:24:56Z |
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| isbn | 9781119206521 1119206529 9780470749036 0470749032 |
| language | English |
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| physical | 1 Online-Ressource (ix, 185 pages) |
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| spelling | Schoutens, Wim Verfasser aut Lévy processes in credit risk Wim Schoutens and Jessica Cariboni Chichester, UK Wiley ©2009 1 Online-Ressource (ix, 185 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance Includes bibliographical references (pages 167-171) and index An introductory guide to using Levy processes for credit risk modeling. This introductory guide to Levy processes covers all types of credit derivatives, from the single-name vanilla derivatives to more complex structured credit risk products. It refines credit risk modeling with jump processes, a vital revision for today's tumultuous credit market. Readers will learn how the classical models can be improved with Levy processes. The book uses real market data to analyze and illustrate derivative structures and covers both the practical and theoretical underpinnings of Levy processes in credit BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit / Management / Mathematical models fast Lévy processes fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Credit / Management / Mathematical models Lévy processes Risk management / Mathematical models Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 s Kreditrisiko (DE-588)4114309-7 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Cariboni, Jessica Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206521 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Schoutens, Wim Lévy processes in credit risk BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit / Management / Mathematical models fast Lévy processes fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Credit / Management / Mathematical models Lévy processes Risk management / Mathematical models Kreditrisiko (DE-588)4114309-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4463623-4 (DE-588)4121590-4 |
| title | Lévy processes in credit risk |
| title_auth | Lévy processes in credit risk |
| title_exact_search | Lévy processes in credit risk |
| title_full | Lévy processes in credit risk Wim Schoutens and Jessica Cariboni |
| title_fullStr | Lévy processes in credit risk Wim Schoutens and Jessica Cariboni |
| title_full_unstemmed | Lévy processes in credit risk Wim Schoutens and Jessica Cariboni |
| title_short | Lévy processes in credit risk |
| title_sort | levy processes in credit risk |
| topic | BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit / Management / Mathematical models fast Lévy processes fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Credit / Management / Mathematical models Lévy processes Risk management / Mathematical models Kreditrisiko (DE-588)4114309-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Marketing / General BUSINESS & ECONOMICS / Distribution Credit / Management / Mathematical models Lévy processes Risk management / Mathematical models Mathematisches Modell Wirtschaft Kreditrisiko Lévy-Prozess Risikomanagement |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206521 |
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