Econometrics and Risk Management (Advances in Econometrics)

Jean-Pierre Fouque

Published by Emerald Group Publishing Limited, 2008
ISBN 10: 1848551967 / ISBN 13: 9781848551961
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Item may show signs of shelf wear. Pages may include limited notes and highlighting. Includes supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Bookseller Inventory #

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Synopsis: The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced form and structural models, and the top-down approach are presented. After the so-called subprime crisis that hit global markets in the summer of 2007, the volume is very timely and will be useful to researchers in the area of credit risk.

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Title: Econometrics and Risk Management (Advances ...
Publisher: Emerald Group Publishing Limited
Publication Date: 2008
Binding: Hardcover
Book Condition: Good

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Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna, eds
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ISBN 10: 1848551967 ISBN 13: 9781848551961
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Book Description Emerald, Bingley, 2008. Hardcover. Book Condition: Good. x, 291 p. : ill. Series: Advances in econometrics ; v. 22. Ex-library, with external marking limited to a single property stamp to top edge of textblock; internal markings consisting only of property stamp (canceled) to upper fore-corner of front pastedown, a minor erasure to verso of title-page, and a barcode label (lined out) to rear pastedown. Binding fresh, corners sharp; contents as new. 590 grams. Bookseller Inventory # 003446

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Fouque, Jean-Pierre
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Published by Emerald Publishing Limited, United Kingdom (2008)
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Book Description Emerald Publishing Limited, United Kingdom, 2008. Hardback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced form and structural models, and the top-down approach are presented. After the so-called subprime crisis that hit global markets in the summer of 2007, the volume is very timely and will be useful to researchers in the area of credit risk. Bookseller Inventory # TNP9781848551961

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Jean-Pierre Fouque, Jean-Pierre Fouque (Editor), Thomas B. Fomby (Editor), Knut Solna (Editor)
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Book Description Emerald Group Publishing Limited, 2008. Hardcover. Book Condition: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Bookseller Inventory # 1848551967

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Jean-Pierre Fouque; Editor-Thomas B. Fomby; Editor-Knut Solna
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Book Description Emerald Group Publishing Limited, 2008. Hardcover. Book Condition: Brand New. 291 pages. 9.25x6.25x1.25 inches. In Stock. Bookseller Inventory # 1848551967

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