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Credit Correlation: Theory and Practice(Applied Quantitative Finance)
33 个回复 - 4398 次查看 English | 7 Dec. 2017 | ISBN: 3319609726 | 456 Pages | PDF | 7.48 MB This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical un ...2017-11-17 17:01 - igs816 - 量化投资
Credit model s and the crisis:A journey into CDOs,copulas,correlations and dynam
7 个回复 - 2432 次查看 Credit model s and the crisis:A journey into CDOs,copulas,correlations and dynamic models2015-1-12 20:21 - liminpengkun - 金融工程(数量金融)与金融衍生品
Correlation in credit risk changes
1 个回复 - 521 次查看 【作者(必填)】 【文题(必填)】Correlation in credit risk changes 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S037842661100313X2017-12-29 09:05 - 不再后悔 - 求助成功区
Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 681 次查看 【作者(必填)】 Jin-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2016 【全文链接或数据库名称(选填)】http:/ ...2016-12-28 12:26 - internet.hzx - 求助成功区
Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 668 次查看 【作者(必填)】 in-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2015 【全文链接或数据库名称(选填)】http:// ...2016-12-24 13:15 - internet.hzx - 求助成功区
Credit Models and the Crisis: A Journey Into CDOs, Copulas, Correlations and Dyn
7 个回复 - 2233 次查看 作者:Roberto Torresetti 出版社: JOHN WILEY & SONS INC (2010年6月1日) 平装 丛书名: Wiley Finance Series 平装: 143页 语种: 英语 ISBN: 04706656612014-9-30 11:57 - 唐宋元清 - 求助成功区
The correlation of a firm's credit spread with its stock price
1 个回复 - 1441 次查看 The correlation of a firm's credit spread with its stock price M Scheicher - Stock market volatility, 2009 - Chapman & Hall/CRC 如题,有下载者可设置五个论坛币,我会购买,谢谢!2011-3-22 12:35 - sqq19860225 - 文献求助专区
求lucas (1995) default correlation and credit analysis
2 个回复 - 2073 次查看 lucas (1995) default correlation and credit analysis Journal of Fixed Income, Vol. 11, pp. 76-87 感激不尽!2010-6-29 15:52 - mercury_member - 金融工程(数量金融)与金融衍生品
CREDIT CORRELATION: Life After Copulas
0 个回复 - 854 次查看 CREDIT CORRELATION: Life After Copulas by Alexander Lipton (Author, Editor), Andrew Rennie (Editor) Hardcover: 176 pages [*]Publisher: World Scientific Publishing Company (December 25, 2007) [ ...2017-9-21 03:19 - Enthuse - 悬赏大厅
[讨论]Credit correlation 信用相关度
3 个回复 - 1633 次查看 大家是否知道有好的模型去衡量credit correlation2009-2-10 22:56 - wyzx119 - Forum