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Credit risk modeling : theory and applications /
"Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researc...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, NJ :
Princeton University Press,
©2004.
|
| Colección: | Princeton series in finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 082 | 0 | 4 | |a 332.7/01/1 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Lando, David, |d 1964- | |
| 245 | 1 | 0 | |a Credit risk modeling : |b theory and applications / |c David Lando. |
| 260 | |a Princeton, NJ : |b Princeton University Press, |c ©2004. | ||
| 300 | |a 1 online resource (xvi, 310 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Princeton series in finance | |
| 504 | |a Includes bibliographical references (pages 297-306) and index. | ||
| 505 | 0 | |a Corporate liabilities as contingent claims -- Endogenous default boundaries and optimal capital structure -- Statistical techniques for analyzing defaults -- Intensity modeling -- Rating-based term-structure models -- Credit risk and interest-rate swaps -- Credit default swaps, CDOs, and related products -- Modeling dependent defaults. | |
| 588 | 0 | |a Print version record. | |
| 520 | 1 | |a "Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk."--Jacket. | |
| 546 | |a English. | ||
| 590 | |a JSTOR |b Books at JSTOR Evidence Based Acquisitions | ||
| 590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
| 590 | |a JSTOR |b Books at JSTOR All Purchased | ||
| 650 | 0 | |a Credit |x Management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Financial institutions |x Management. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Crédit |x Gestion. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Institutions financières |x Gestion. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Theory |2 bisacsh | |
| 650 | 7 | |a Financial institutions |x Management. |2 fast |0 (OCoLC)fst00924676 | |
| 650 | 7 | |a Credit |x Management. |2 fast |0 (OCoLC)fst00882536 | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
| 650 | 7 | |a Kreditrisiko |2 gnd | |
| 650 | 1 | 7 | |a Risk management. |2 gtt |
| 650 | 1 | 7 | |a Wiskundige modellen. |2 gtt |
| 650 | 1 | 7 | |a Stochastische processen. |2 gtt |
| 650 | 1 | 7 | |a Kredietwaardigheid. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Lando, David, 1964- |t Credit risk modeling. |d Princeton, NJ : Princeton University Press, ©2004 |z 9780691089294 |w (DLC) 2003068990 |w (OCoLC)53903675 |
| 830 | 0 | |a Princeton series in finance. | |
| 856 | 4 | 0 | |u https://jstor.uam.elogim.com/stable/10.2307/j.ctv30pnvs1 |z Texto completo |
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