Econometrics and risk management

• Other Authors: Fomby, Thomas., Fouque, Jean-Pierre., Solna, Knut.
• Format: Electronic
• Language: English
• Published: Bingley, U.K. : Emerald, 2008.
• Series: Advances in econometrics ; v. 22.
• Subjects: Business & Economics > Econometrics.; Business & Economics > Forecasting.; Econometrics.; elektronické knihy; electronic books
• ISBN: 9781848551978 (electronic bk.) :
• Physical Description: 1 online resource (viii, 291 p.).

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...