The credit market handbook : advanced modeling issues /

A valuable financial resource that covers a variety of advanced credit market issuesThe Credit Market Handbook provides a state-of-the-art look at credit analyses including the analysis of structured credit product. Author and financial expert H.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Fong, H. Gifford
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2006.
Colección:Wiley finance series.
Temas:
Credit > Mathematical models.
Risk management > Mathematical models.
Default (Finance) > Mathematical models.
Crédit > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
Défaillance (Finances) > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Credit > Mathematical models
Default (Finance) > Mathematical models
Risk management > Mathematical models
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Estimating default probabilities implicit in equity prices / Tibor Janosi, Robert Jarrow and Yildiray Yildirim
  • Predictions of default probabilities in structural models of debt / Hayne E. Leland
  • Survey of the recent literature : recovery risk / Sanjiv R. Das
  • Non-parametric analysis of rating transition and default data / Peter Fledelius, David Lando and Jens Perch Nielsen
  • Valuing high-yield bonds : a business modeling approach / Thomas S.Y. Ho and Sang Bin Lee
  • Structural versus reduced-form models : a new information-based perspective / Robert A. Jarrow and Philip Protter.

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