Type d'article
Etat
Reliure
Particularités
Pays
Evaluation du vendeur
Edité par Wiley, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
Livre
gebundene Ausgabe. Etat : Gut. 185 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 420.
Edité par Wiley, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : As New. Unread book in perfect condition.
Edité par Wiley, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : New.
Edité par John Wiley and Sons Ltd, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Livre
Hardback. Etat : New. New copy - Usually dispatched within 4 working days. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.
Edité par Wiley, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : As New. Unread book in perfect condition.
Edité par Wiley, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : New.
Edité par John Wiley and Sons, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : INDOO, Avenel, NJ, Etats-Unis
Livre
Etat : New. Brand New.
Edité par John Wiley & Sons Inc, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Livre
Hardcover. Etat : Brand New. 1st edition. 200 pages. 9.25x6.25x0.75 inches. In Stock.
Edité par John Wiley & Sons, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : moluna, Greven, Allemagne
Livre
Etat : New. Wim Schoutens (Leuven, Belgium) is a research professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulti.
Edité par John Wiley & Sons Inc, New York, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : Grand Eagle Retail, Wilmington, DE, Etats-Unis
Livre Edition originale
Hardcover. Etat : new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Edité par John Wiley & Sons Inc, New York, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Livre Edition originale
Hardcover. Etat : new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Edité par John Wiley & Sons Inc, New York, 2009
ISBN 10 : 0470743069ISBN 13 : 9780470743065
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Livre Edition originale
Hardcover. Etat : new. Hardcover. This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Levy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Levy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.