Torresetti Roberto (16 results)
- Softcover
Seller: HPB-Red, Dallas, TX, U.S.A.HPB-Red
Contact seller5-star sellerCondition: Used - Good
US$ 9.90
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paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
- Softcover
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.Zubal-Books, Since 1961
Contact seller5-star sellerCondition: New
US$ 13.05
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Condition: New. 176 pp., paperback, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)
Brigo, Damiano and Pallavicini, Andrea and Torresetti, Roberto
- Softcover
Seller: Greener Books, London, United KingdomGreener Books
Contact seller4-star sellerCondition: Used - Very good
US$ 4.94
US$ 26.70 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.
- Softcover
Seller: AwesomeBooks, Wallingford, United KingdomAwesomeBooks
Contact seller5-star sellerCondition: Used - Very good
US$ 34.17
US$ 5.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Very Good. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series): 512 This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the sp…ine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
- Softcover
Seller: Bahamut Media, Reading, United KingdomBahamut Media
Contact seller5-star sellerCondition: Used - Very good
US$ 34.17
US$ 9.32 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 41.68
US$ 2.64 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
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- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 44.33
Free ShippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Paperback. Condition: New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models,… claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 42.10
US$ 2.64 shippingShips within U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 43.46
US$ 16.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 50.58
US$ 8.68 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New. pp. 176.
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 41.40
US$ 20.03 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 61.22
US$ 3.99 shippingShips within U.S.A.Quantity: 3 available
Condition: New. pp. 176.
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 46.86
US$ 20.03 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 66.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: MARCIAL PONS LIBRERO, MADRID, M, SpainMARCIAL PONS LIBRERO
Contact seller4-star sellerCondition: New
US$ 56.22
US$ 23.93 shippingShips from Spain to U.S.A.Quantity: 1 available
TAPA BLANDA. Condition: New.
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- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
US$ 41.42
US$ 86.79 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Paperback. Condition: New. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models,… claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
