isb-handbook: Creating Shared Realities

Schmid, Bernd

Reference

Tredition Gmbh

<p>Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.</p>

Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Business & Money

Economics

Springer

Credit risk is one of the oldest forms of risk in the financial markets, and still revolutionary changes and developments are taking place in the credit markets today. This work contributes to the efforts of academics and practitioners to explain credit markets, price default related financial instruments such as defaultable fixed and floating rate debt, credit derivatives, and other securities with embedded credit risk. The whole process, from the specification of the underlying stochastic processes to the estimation of the parameters and calibration to market data is shown. The models proposed are validated in a lot of in- and out-of-sample statistical tests. Typical applications such as bond portfolio optimization under the consideration of credit risk are discussed in depth.

Pricing Credit Linked Financial Instruments: Theory and Empirical Evidence (Lecture Notes in Economics and Mathematical Systems)

Finance

Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.

Psychotherapieschulen und ihre Schlüssel-Ideen: Gründer, Stories, Extrakte (German Edition)

Health, Fitness & Dieting

Müller, Rainer

Psychology & Counseling

Am Zaun: Persönliche Essays (German Edition)

Biographies & Memoirs

Werbelow, Jutta

Historical

Systemisches Coaching: Konzepte und Vorgehensweisen in der Persönlichkeitsberatung

Management & Leadership

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Books by Schmid, Bernd