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Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments下载
10 个回复 - 5162 次查看
Chacko, Sjöman, Motohashi, Dessain,
Credit Derivatives: A Primer on
CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材
之前在论坛仔细搜过 没找到这 ...
2011-2-12 13:23 - nancysxm - 金融学(理论版)
Interest Rate, and Credit Derivatives
0 个回复 - 483 次查看
【作者(必填)】J. P. Fouque, G. Papanicolaou, K. R. Sircar, and K. Solna,
【文题(必填)】
Multiscale Stochastic Volatility for Equity,
【年份(必填)】Interest Rate, and
Credit Derivatives, Camb ...
2021-9-2 19:05 - vzf3 - 文献求助专区
The Oxford Handbook of Credit Derivatives
70 个回复 - 11006 次查看
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these ...
2014-9-1 13:58 - 大家开心 - 金融工程(数量金融)与金融衍生品
30金求Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
5 个回复 - 1857 次查看
Chacko, Sjöman, Motohashi, Dessain,
Credit Derivatives: A Primer on
CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007 拜托有这本书的帮帮忙 多谢多谢
2011-1-22 17:02 - nancysxm - 悬赏大厅
Credit Derivatives Handbook 2006
2 个回复 - 1943 次查看
Credit Derivatives –A Market Overview1.
Market evolution, importance, participants and challenges 3
CDS Basics & Valuation 2. Basic concepts, arbitrage relationship, survival probabilities 11
Unwi ...
2010-3-31 03:33 - wygt2008 - 金融学(理论版)
[转帖]Credit derivatives
1 个回复 - 2017 次查看
<P><FONT size=5><FONT face="Arial Black">Risky business</FONT> </FONT></P>
<P><FONT size=5>Aug 18th 2005 From The Economist print edition</FONT></P>
<P ...
2005-8-21 17:49 - 机器猫 - 金融学(理论版)
JPM Credit Derivatives Handbook
1 个回复 - 2374 次查看
JPM
Credit Derivatives Handbook
Part I:
Credit default swap fundamentals P.5
Part I introduces the CDS market, its participants, and the mechanics of the credit default swap. This section provid ...
2010-8-14 23:26 - hondakit - 金融学(理论版)
Credit Derivatives Handbook - Volume 2
6 个回复 - 2087 次查看
Handbook 2006 – Vol. 2 :A Guide to the Exotics
Credit Derivatives Market
Follows up volume 1 with tranching of CDOs, CDOs of CDOs, etc.
Exotics
Credit Derivatives -
Tried and Tested
1.Over ...
2010-2-4 20:01 - zhaohailei - 金融学(理论版)