The book draws on current research on model risk and parameter sensitivity of securitisation rati...
This is a complete guide to the pricing and risk management of convertible bond portfolios. Conve...
This is a complete guide to the pricing and risk management of convertible bond portfolios. Conve...
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers a...
Since around the turn of the millennium there has been a general acceptance that one of the more ...
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid f...
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk ...
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers a...
This is a comprehensive introduction to the brand new theory of conic finance, also referred to a...
This is a comprehensive introduction to the brand new theory of conic finance, also referred to a...
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk ...
InhaltsangabePreface.-Introduction.-Introduction to Asset Backed Securities.-Cashflow modeling.-D...