圖書標籤: 金融 風險管理 credit Credit 金融工程 數學和計算機 信用風險 risk
发表于2024-12-23
Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) pdf epub mobi txt 電子書 下載 2024
Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.
不愧經典! 當然08年之後相關産品市場也沒有很多推陳齣新的大動作瞭嗬嗬 市場交易慣例準則 定價理論 算法流程 都寫得非常清楚 章節推進邏輯清晰 看完第一遍迴頭就要精讀瞭!
評分不愧經典! 當然08年之後相關産品市場也沒有很多推陳齣新的大動作瞭嗬嗬 市場交易慣例準則 定價理論 算法流程 都寫得非常清楚 章節推進邏輯清晰 看完第一遍迴頭就要精讀瞭!
評分不愧經典! 當然08年之後相關産品市場也沒有很多推陳齣新的大動作瞭嗬嗬 市場交易慣例準則 定價理論 算法流程 都寫得非常清楚 章節推進邏輯清晰 看完第一遍迴頭就要精讀瞭!
評分不愧經典! 當然08年之後相關産品市場也沒有很多推陳齣新的大動作瞭嗬嗬 市場交易慣例準則 定價理論 算法流程 都寫得非常清楚 章節推進邏輯清晰 看完第一遍迴頭就要精讀瞭!
評分不愧經典! 當然08年之後相關産品市場也沒有很多推陳齣新的大動作瞭嗬嗬 市場交易慣例準則 定價理論 算法流程 都寫得非常清楚 章節推進邏輯清晰 看完第一遍迴頭就要精讀瞭!
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Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) pdf epub mobi txt 電子書 下載 2024