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Thomas B. Fomby Econometrics and Risk Management (Hardback)
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eBay item number:235482633671
Item specifics
- Condition
- Book Title
- Econometrics and Risk Management
- Publication Name
- Econometrics and Risk Management
- Title
- Econometrics and Risk Management
- Contributor
- Knut Solna (Edited by)
- Format
- Hardcover
- EAN
- 9781848551961
- ISBN
- 9781848551961
- Publisher
- Emerald Publishing The Limited
- Genre
- Business & Finance
- Release Year
- 2008
- Release Date
- 01/12/2008
- Language
- English
- Country/Region of Manufacture
- GB
- Item Height
- 1.1 in
- Item Length
- 9 in
- Item Width
- 6 in
- Item Weight
- 20 Oz
- Series
- Advances in Econometrics Ser.
- Subject Area
- Business & Economics
- Subject
- Econometrics
- Publication Year
- 2008
- Type
- Textbook
- Number of Pages
- 304 Pages
About this product
Product Information
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.
Product Identifiers
Publisher
Emerald Publishing The Limited
ISBN-10
1848551967
ISBN-13
9781848551961
eBay Product ID (ePID)
71713185
Product Key Features
Number of Pages
304 Pages
Language
English
Publication Name
Econometrics and Risk Management
Publication Year
2008
Subject
Econometrics
Type
Textbook
Subject Area
Business & Economics
Series
Advances in Econometrics Ser.
Format
Hardcover
Dimensions
Item Height
1.1 in
Item Weight
20 Oz
Item Length
9 in
Item Width
6 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
22
Series Volume Number
22
Illustrated
Yes
Dewey Decimal
330.015195
Table of Content
Fast solution of the Gaussian copula model.An empirical study of pricing and hedging collateralized debt obligation (CDO). The skewed t. Credit risk dependence modeling with dynamic copula: An application to CDO tranches. Perturbed Gaussian copula. The determinants of default correlations. Data mining procedures in generalized Cox regressions. Jump diffusion in credit barrier modeling: a partial integro-differential equation approach. Bond markets with stochastic volatility. Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss. Credit derivatives and risk aversion. Introduction. List of Contributors. Advances in Econometrics. Econometrics and risk management. Copyright page.
Copyright Date
2008
Item description from the seller
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eBay item number:235482633671
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