CreditDerivativesPricing Models Model, Pricing and Implementation 3 个回复 - 3710 次查看
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学(理论版)
【独家发布】Modern DerivativesPricing and Credit Exposure Analysis 3 个回复 - 2357 次查看
Modern DerivativesPricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
CreditDerivativesPricing Models - Schonbucher 3 个回复 - 1656 次查看CreditDerivativesPricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher
ISBN: 978-0-470-84291-1
396 pages
May 2003
Description
The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学(理论版)