The Oxford handbook of credit derivatives: = Credit derivatives
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford ; New York
Oxford University Press
2011
|
| Schriftenreihe: | Oxford handbooks in finance
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 FLA01 |
| Beschreibung: | Print version record |
| Beschreibung: | 1 online resource (xxvi, 677 pages) illustrations |
| ISBN: | 9780191648243 0191648248 9780191743580 0191743585 9780199546787 0199546789 |
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| 505 | 8 | 0 | |t Non-Technical Introduction |r Gillian Tett -- |t Technical Introduction |r Alexander Lipton -- |t Default Recovery Rates and LGD in Credit Risk Modelling and Practice |r Edward I. Altman -- |t A Guide to Modelling Credit Term Structures |r Arthur M. Berd -- |t Statistical Data Mining Procedures in Generalized Cox Regressions |r Zhen Wei -- |t An Exposition of CDS Market Models |r Lutz Schloegl -- |t Single- and Multi-Name Credit Derivatives: Theory and Practice |r David Shelton -- |t Marshall-Olkin Copula-Based Models |r Youssef Elouerkhaoui -- |t Contagion Models in Credit Risk |r Mark H.A. Davis -- |t Markov Chain Models of Portfolio Credit Risk |r Alexander Herbertsson -- |t Counterparty Risk in Credit Derivative Contracts |r Jon Gregory -- |t Credit Value Adjustment in the Extended Structural Default Model |r Artur Sepp -- |t A New Philosophy of the Market |r Elie Ayache -- |t An EVT primer for credit risk |r Paul Embrechts -- |t Saddlepoint Methods in Portfolio Theory |r Richard J. Martin -- |t Quantitative Aspects of the Collapse of the Parallel Banking System |r Alexander Batchvarov -- |t Home Price Derivatives and Modelling |r Alexander Levin -- |t A Valuation Model for ABS CDOs |r Alexander Lipton |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Credit derivatives |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804176608377962496 |
|---|---|
| any_adam_object | |
| author_additional | Gillian Tett -- Alexander Lipton -- Edward I. Altman -- Arthur M. Berd -- Zhen Wei -- Lutz Schloegl -- David Shelton -- Youssef Elouerkhaoui -- Mark H.A. Davis -- Alexander Herbertsson -- Jon Gregory -- Artur Sepp -- Elie Ayache -- Paul Embrechts -- Richard J. Martin -- Alexander Batchvarov -- Alexander Levin -- Alexander Lipton |
| building | Verbundindex |
| bvnumber | BV043779531 |
| collection | ZDB-4-EBA |
| contents | This handbook provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques modelling of default of both single and multiple entities counterparty risk, Gaussian and non-Gaussian modelling, and securitisation Non-Technical Introduction Technical Introduction Default Recovery Rates and LGD in Credit Risk Modelling and Practice A Guide to Modelling Credit Term Structures Statistical Data Mining Procedures in Generalized Cox Regressions An Exposition of CDS Market Models Single- and Multi-Name Credit Derivatives: Theory and Practice Marshall-Olkin Copula-Based Models Contagion Models in Credit Risk Markov Chain Models of Portfolio Credit Risk Counterparty Risk in Credit Derivative Contracts Credit Value Adjustment in the Extended Structural Default Model A New Philosophy of the Market An EVT primer for credit risk Saddlepoint Methods in Portfolio Theory Quantitative Aspects of the Collapse of the Parallel Banking System Home Price Derivatives and Modelling A Valuation Model for ABS CDOs |
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| 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 | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Illustrated |
| indexdate | 2024-07-10T07:34:53Z |
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| isbn | 9780191648243 0191648248 9780191743580 0191743585 9780199546787 0199546789 |
| language | English |
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| spelling | The Oxford handbook of credit derivatives = Credit derivatives edited by Alexander Lipton and Andrew Rennie Credit derivatives Oxford ; New York Oxford University Press 2011 1 online resource (xxvi, 677 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Oxford handbooks in finance Print version record This handbook provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques modelling of default of both single and multiple entities counterparty risk, Gaussian and non-Gaussian modelling, and securitisation Non-Technical Introduction Gillian Tett -- Technical Introduction Alexander Lipton -- Default Recovery Rates and LGD in Credit Risk Modelling and Practice Edward I. Altman -- A Guide to Modelling Credit Term Structures Arthur M. Berd -- Statistical Data Mining Procedures in Generalized Cox Regressions Zhen Wei -- An Exposition of CDS Market Models Lutz Schloegl -- Single- and Multi-Name Credit Derivatives: Theory and Practice David Shelton -- Marshall-Olkin Copula-Based Models Youssef Elouerkhaoui -- Contagion Models in Credit Risk Mark H.A. Davis -- Markov Chain Models of Portfolio Credit Risk Alexander Herbertsson -- Counterparty Risk in Credit Derivative Contracts Jon Gregory -- Credit Value Adjustment in the Extended Structural Default Model Artur Sepp -- A New Philosophy of the Market Elie Ayache -- An EVT primer for credit risk Paul Embrechts -- Saddlepoint Methods in Portfolio Theory Richard J. Martin -- Quantitative Aspects of the Collapse of the Parallel Banking System Alexander Batchvarov -- Home Price Derivatives and Modelling Alexander Levin -- A Valuation Model for ABS CDOs Alexander Lipton BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Credit derivatives Mathematical models Kreditderivat (DE-588)7660453-6 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditderivat (DE-588)7660453-6 s Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Lipton, Alexander Sonstige oth Rennie, Andrew 1968- Sonstige oth Erscheint auch als Druck-Ausgabe Oxford handbook of credit derivatives 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The Oxford handbook of credit derivatives = Credit derivatives This handbook provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques modelling of default of both single and multiple entities counterparty risk, Gaussian and non-Gaussian modelling, and securitisation Non-Technical Introduction Technical Introduction Default Recovery Rates and LGD in Credit Risk Modelling and Practice A Guide to Modelling Credit Term Structures Statistical Data Mining Procedures in Generalized Cox Regressions An Exposition of CDS Market Models Single- and Multi-Name Credit Derivatives: Theory and Practice Marshall-Olkin Copula-Based Models Contagion Models in Credit Risk Markov Chain Models of Portfolio Credit Risk Counterparty Risk in Credit Derivative Contracts Credit Value Adjustment in the Extended Structural Default Model A New Philosophy of the Market An EVT primer for credit risk Saddlepoint Methods in Portfolio Theory Quantitative Aspects of the Collapse of the Parallel Banking System Home Price Derivatives and Modelling A Valuation Model for ABS CDOs BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Credit derivatives Mathematical models Kreditderivat (DE-588)7660453-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)7660453-6 (DE-588)4114528-8 (DE-588)4143413-4 |
| title | The Oxford handbook of credit derivatives = Credit derivatives |
| title_alt | Credit derivatives Non-Technical Introduction Technical Introduction Default Recovery Rates and LGD in Credit Risk Modelling and Practice A Guide to Modelling Credit Term Structures Statistical Data Mining Procedures in Generalized Cox Regressions An Exposition of CDS Market Models Single- and Multi-Name Credit Derivatives: Theory and Practice Marshall-Olkin Copula-Based Models Contagion Models in Credit Risk Markov Chain Models of Portfolio Credit Risk Counterparty Risk in Credit Derivative Contracts Credit Value Adjustment in the Extended Structural Default Model A New Philosophy of the Market An EVT primer for credit risk Saddlepoint Methods in Portfolio Theory Quantitative Aspects of the Collapse of the Parallel Banking System Home Price Derivatives and Modelling A Valuation Model for ABS CDOs |
| title_auth | The Oxford handbook of credit derivatives = Credit derivatives |
| title_exact_search | The Oxford handbook of credit derivatives = Credit derivatives |
| title_full | The Oxford handbook of credit derivatives = Credit derivatives edited by Alexander Lipton and Andrew Rennie |
| title_fullStr | The Oxford handbook of credit derivatives = Credit derivatives edited by Alexander Lipton and Andrew Rennie |
| title_full_unstemmed | The Oxford handbook of credit derivatives = Credit derivatives edited by Alexander Lipton and Andrew Rennie |
| title_short | The Oxford handbook of credit derivatives |
| title_sort | the oxford handbook of credit derivatives credit derivatives |
| title_sub | = Credit derivatives |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Credit derivatives Mathematical models Kreditderivat (DE-588)7660453-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Credit derivatives Mathematical models Kreditderivat Aufsatzsammlung |
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