Skip to main content alibris logo
Econometrics and Risk Management - Fomby, Thomas B (Editor), and Fouque, Jean-Pierre, Professor (Editor), and Solna, Knut (Editor)
Filter Results
Item Condition
Seller Rating
Other Options
Change Currency

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

loading
Econometrics and Risk Management 2008, Emerald Group Publishing, Bingley

ISBN-13: 9781848551961

Hardcover