Econometrics and risk management

The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on...

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Bibliographic Details
Other Authors Fomby, Thomas, Fouque, Jean-Pierre, Solna, Knut
Format eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2008.
SeriesAdvances in econometrics ; v. 22.
Subjects
Online AccessFull text
ISBN9781848551978
ISSN0731-9053 ;
Physical Description1 online zdroj (viii, 291 p.).

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