发表于2024-12-23
Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 电子书
图书标签: 金融 风险管理 credit Credit 金融工程 数学和计算机 信用风险 risk
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.
不愧经典! 当然08年之后相关产品市场也没有很多推陈出新的大动作了呵呵 市场交易惯例准则 定价理论 算法流程 都写得非常清楚 章节推进逻辑清晰 看完第一遍回头就要精读了!
评分不愧经典! 当然08年之后相关产品市场也没有很多推陈出新的大动作了呵呵 市场交易惯例准则 定价理论 算法流程 都写得非常清楚 章节推进逻辑清晰 看完第一遍回头就要精读了!
评分不愧经典! 当然08年之后相关产品市场也没有很多推陈出新的大动作了呵呵 市场交易惯例准则 定价理论 算法流程 都写得非常清楚 章节推进逻辑清晰 看完第一遍回头就要精读了!
评分不愧经典! 当然08年之后相关产品市场也没有很多推陈出新的大动作了呵呵 市场交易惯例准则 定价理论 算法流程 都写得非常清楚 章节推进逻辑清晰 看完第一遍回头就要精读了!
评分不愧经典! 当然08年之后相关产品市场也没有很多推陈出新的大动作了呵呵 市场交易惯例准则 定价理论 算法流程 都写得非常清楚 章节推进逻辑清晰 看完第一遍回头就要精读了!
Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 电子书