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Robert C. Merton : The Palgrave Companion to MIT Economics
Bodie, Zvi; Lo, Andrew W. - 2023
portfolio selection, capital asset pricing, pricing of derivative securities, credit risk, loan guarantees, financial innovation …
Persistent link: https://www.econbiz.de/10014348991
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Handbook of financial risk management : simulations and case studies
Chan, Ngai Hang; Wong, Hoi Ying - 2013
Persistent link: https://www.econbiz.de/10009786326
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Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin (ed.); Grbac, Zorana (ed.);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The … correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty …
Persistent link: https://www.econbiz.de/10011588323
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Two problems in financial engineering
Chen, Nan - 2006
Persistent link: https://www.econbiz.de/10003965291
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The art & science of financial risk analysis : the analyst's guide to determining a company's financial strength and creditworthiness
Dean, Jerry F. - 2004 - 2. ed
Persistent link: https://www.econbiz.de/10002772729
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The art & science of financial risk analysis : the analyst's guide to determining a company's financial strength and creditworthiness
Dean, Jerry F. - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003399125
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Modern financial engineering : counterparty, credit, portfolio and systemic risks
Orlando, Giuseppe; Bufalo, Michele; Penikas, Henry; … - 2022
"The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance. Initially the focus is on the modeling of credit risk parameters mainly at the level of individual...
Persistent link: https://www.econbiz.de/10012805602
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Pricing of debt and equity in a financial network with comonotonic endowments
Banerjee, Tathagata; Feinstein, Zachary - In: Operations research 70 (2022) 4, pp. 2085-2100
Persistent link: https://www.econbiz.de/10013366423
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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Risk management and financial institutions
Hull, John - 2007
Persistent link: https://www.econbiz.de/10003314650