Modern financial engineering : counterparty, credit, portfolio and systemic risks
Year of publication: |
[2022]
|
---|---|
Authors: | Orlando, Giuseppe ; Bufalo, Michele ; Penikas, Henry ; Zurlo, Concetta |
Publisher: |
New Jersey : World Scientific |
Subject: | Financial Engineering | Financial engineering | Kredit | Credit | Kreditrisiko | Credit risk | Wirtschaftsmathematik | Business mathematics | Theorie | Theory |
Extent: | xxv, 407 Seiten Illustrationen |
---|---|
Series: | Topics in systems engineering. - New Jersey : World Scientific, ISSN 2810-9090, ZDB-ID 3112737-X. - Vol. volume 2 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references and index |
ISBN: | 978-981-12-5235-8 ; 978-981-12-5236-5 ; 978-981-12-5237-2 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Financial engineering, E-commerce and supply chain
Pardalos, Panos M., (2002)
-
Pricing of debt and equity in a financial network with comonotonic endowments
Banerjee, Tathagata, (2022)
-
Two problems in financial engineering
Chen, Nan, (2006)
- More ...
-
Rischio Di Credito E Modelli Relativi (Credit Risk Measurement and Modeling)
Zurlo, Concetta, (2016)
-
Interest rates calibration with a CIR model
Orlando, Giuseppe, (2019)
-
A new approach to forecast market interest rates through the CIR model
Orlando, Giuseppe, (2019)
- More ...