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
Language: English
Published: Bingley, U.K. : Emerald, 2008.
Series: Advances in econometrics ; v. 22.
Subjects:
ISBN: 9781848551978
Physical Description: 1 online zdroj (viii, 291 p.).

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