The Oxford handbook of credit derivatives: = Credit derivatives
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Oxford ; New York
Oxford University Press
2011
|
| Series: | Oxford handbooks in finance
|
| Subjects: | |
| Online Access: | FAW01 FAW02 FLA01 |
| Item Description: | Print version record |
| Physical Description: | 1 online resource (xxvi, 677 pages) illustrations |
| ISBN: | 9780191648243 0191648248 9780191743580 0191743585 9780199546787 0199546789 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043779531 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160920s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9780191648243 |9 978-0-19-164824-3 | ||
| 020 | |a 0191648248 |9 0-19-164824-8 | ||
| 020 | |a 9780191743580 |9 978-0-19-174358-0 | ||
| 020 | |a 0191743585 |9 0-19-174358-5 | ||
| 020 | |a 9780199546787 |9 978-0-19-954678-7 | ||
| 020 | |a 0199546789 |9 0-19-954678-9 | ||
| 035 | |a (ZDB-4-EBA)ocn861693019 | ||
| 035 | |a (OCoLC)861693019 | ||
| 035 | |a (DE-599)BVBBV043779531 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 332.6457015118 |2 22 | |
| 245 | 1 | 0 | |a The Oxford handbook of credit derivatives |b = Credit derivatives |c edited by Alexander Lipton and Andrew Rennie |
| 246 | 1 | 3 | |a Credit derivatives |
| 246 | 1 | 1 | |a Credit derivatives |
| 264 | 1 | |a Oxford ; New York |b Oxford University Press |c 2011 | |
| 300 | |a 1 online resource (xxvi, 677 pages) |b illustrations | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Oxford handbooks in finance | |
| 500 | |a Print version record | ||
| 505 | 8 | |a 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 | |
| 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 | |
| 650 | 0 | 7 | |a Kreditderivat |0 (DE-588)7660453-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Kreditderivat |0 (DE-588)7660453-6 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Lipton, Alexander |e Sonstige |4 oth | |
| 700 | 1 | |a Rennie, Andrew |d 1968- |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |a Oxford handbook of credit derivatives |
| 912 | |a ZDB-4-EBA | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029190591 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552 |l FLA01 |p ZDB-4-EBA |q FLA_PDA_EBA |x Aggregator |3 Volltext | |
Record in the Search Index
| _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 |
| ctrlnum | (ZDB-4-EBA)ocn861693019 (OCoLC)861693019 (DE-599)BVBBV043779531 |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04101nmm a2200625zc 4500</leader><controlfield tag="001">BV043779531</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160920s2011 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780191648243</subfield><subfield code="9">978-0-19-164824-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0191648248</subfield><subfield code="9">0-19-164824-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780191743580</subfield><subfield code="9">978-0-19-174358-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0191743585</subfield><subfield code="9">0-19-174358-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199546787</subfield><subfield code="9">978-0-19-954678-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0199546789</subfield><subfield code="9">0-19-954678-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-4-EBA)ocn861693019</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)861693019</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043779531</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6457015118</subfield><subfield code="2">22</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The Oxford handbook of credit derivatives</subfield><subfield code="b">= Credit derivatives</subfield><subfield code="c">edited by Alexander Lipton and Andrew Rennie</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Credit derivatives</subfield></datafield><datafield tag="246" ind1="1" ind2="1"><subfield code="a">Credit derivatives</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford ; New York</subfield><subfield code="b">Oxford University Press</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxvi, 677 pages)</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Oxford handbooks in finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Print version record</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="505" ind1="8" ind2="0"><subfield code="t">Non-Technical Introduction</subfield><subfield code="r">Gillian Tett --</subfield><subfield code="t">Technical Introduction</subfield><subfield code="r">Alexander Lipton --</subfield><subfield code="t">Default Recovery Rates and LGD in Credit Risk Modelling and Practice</subfield><subfield code="r">Edward I. Altman --</subfield><subfield code="t">A Guide to Modelling Credit Term Structures</subfield><subfield code="r">Arthur M. Berd --</subfield><subfield code="t">Statistical Data Mining Procedures in Generalized Cox Regressions</subfield><subfield code="r">Zhen Wei --</subfield><subfield code="t">An Exposition of CDS Market Models</subfield><subfield code="r">Lutz Schloegl --</subfield><subfield code="t">Single- and Multi-Name Credit Derivatives: Theory and Practice</subfield><subfield code="r">David Shelton --</subfield><subfield code="t">Marshall-Olkin Copula-Based Models</subfield><subfield code="r">Youssef Elouerkhaoui --</subfield><subfield code="t">Contagion Models in Credit Risk</subfield><subfield code="r">Mark H.A. Davis --</subfield><subfield code="t">Markov Chain Models of Portfolio Credit Risk</subfield><subfield code="r">Alexander Herbertsson --</subfield><subfield code="t">Counterparty Risk in Credit Derivative Contracts</subfield><subfield code="r">Jon Gregory --</subfield><subfield code="t">Credit Value Adjustment in the Extended Structural Default Model</subfield><subfield code="r">Artur Sepp --</subfield><subfield code="t">A New Philosophy of the Market</subfield><subfield code="r">Elie Ayache --</subfield><subfield code="t">An EVT primer for credit risk</subfield><subfield code="r">Paul Embrechts --</subfield><subfield code="t">Saddlepoint Methods in Portfolio Theory</subfield><subfield code="r">Richard J. Martin --</subfield><subfield code="t">Quantitative Aspects of the Collapse of the Parallel Banking System</subfield><subfield code="r">Alexander Batchvarov --</subfield><subfield code="t">Home Price Derivatives and Modelling</subfield><subfield code="r">Alexander Levin --</subfield><subfield code="t">A Valuation Model for ABS CDOs</subfield><subfield code="r">Alexander Lipton</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit derivatives</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Lipton, Alexander</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rennie, Andrew</subfield><subfield code="d">1968-</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="a">Oxford handbook of credit derivatives</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029190591</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654552</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FLA_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV043779531 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:34:53Z |
| institution | BVB |
| isbn | 9780191648243 0191648248 9780191743580 0191743585 9780199546787 0199546789 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029190591 |
| oclc_num | 861693019 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 online resource (xxvi, 677 pages) illustrations |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA ZDB-4-EBA FLA_PDA_EBA |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Oxford University Press |
| record_format | marc |
| series2 | Oxford handbooks in finance |
| 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 |
| work_keys_str_mv | AT liptonalexander theoxfordhandbookofcreditderivativescreditderivatives AT rennieandrew theoxfordhandbookofcreditderivativescreditderivatives AT liptonalexander creditderivatives AT rennieandrew creditderivatives |