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Levy Processes in Credit Risk (The Wiley Finance Series Book 540) (2010)
EN NW FE EB DLISBN: 9780470685051 bzw. 0470685050, in Englisch, 200 Seiten, Wiley, neu, Erstausgabe, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, ebook for download, Free shipping.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data., Kindle Edition, Edition: 1, Format: Kindle eBook, Label: Wiley, Wiley, Product group: eBooks, Published: 2010-11-09, Release date: 2010-11-09, Studio: Wiley, Sales rank: 4255360.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data., Kindle Edition, Edition: 1, Format: Kindle eBook, Label: Wiley, Wiley, Product group: eBooks, Published: 2010-11-09, Release date: 2010-11-09, Studio: Wiley, Sales rank: 4255360.
2
Levy Processes in Credit Risk (The Wiley Finance Series) (2010)
EN NW FE EB DLISBN: 9780470685051 bzw. 0470685050, in Englisch, 200 Seiten, Wiley, neu, Erstausgabe, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models.Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks.The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Kindle Edition, Ausgabe: 1, Format: Kindle eBook, Label: Wiley, Wiley, Produktgruppe: eBooks, Publiziert: 2010-11-09, Freigegeben: 2010-11-09, Studio: Wiley, Verkaufsrang: 348858.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models.Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks.The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Kindle Edition, Ausgabe: 1, Format: Kindle eBook, Label: Wiley, Wiley, Produktgruppe: eBooks, Publiziert: 2010-11-09, Freigegeben: 2010-11-09, Studio: Wiley, Verkaufsrang: 348858.
3
Levy Processes in Credit Risk (The Wiley Finance Series) (2010)
EN NW FE EB DLISBN: 9780470685051 bzw. 0470685050, in Englisch, 200 Seiten, Wiley, neu, Erstausgabe, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models.Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks.The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Kindle Edition, Ausgabe: 1, Format: Kindle eBook, Label: Wiley, Wiley, Produktgruppe: eBooks, Publiziert: 2010-11-09, Freigegeben: 2010-11-09, Studio: Wiley, Verkaufsrang: 352653.
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models.Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks.The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data. Kindle Edition, Ausgabe: 1, Format: Kindle eBook, Label: Wiley, Wiley, Produktgruppe: eBooks, Publiziert: 2010-11-09, Freigegeben: 2010-11-09, Studio: Wiley, Verkaufsrang: 352653.
4
Levy Processes in Credit Risk
DE NW EBISBN: 9780470749036 bzw. 0470749032, in Deutsch, Wiley, Vereinigte Staaten von Amerika, neu, E-Book.
Lieferung aus: Deutschland, zzgl. Versandkosten, Sofort per Download lieferbar.
Levy Processes in Credit Risk, This book is an introductory guide to using Lévy processes forcredit risk modelling. It covers all types of credit derivatives:from the single name vanillas such as Credit Default Swaps (CDSs)right through to structured credit risk products such asCollateralized Debt Obligations (CDOs), Constant ProportionPortfolio Insurances (CPPIs) and Constant Proportion DebtObligations (CPDOs) as well as new advanced rating models for AssetBacked Securities (ABSs). Jumps and extreme events are crucial stylized features,essential in the modelling of the very volatile credit markets -the recent turmoil in the credit markets has once again illustratedthe need for more refined models. Readers will learn how the classical models (driven by Brownianmotions and Black-Scholes settings) can be significantly improvedby using the more flexible class of Lévy processes. By doingthis, extreme event and jumps can be introduced into the models togive more reliable pricing and a better assessment of therisks. The book brings in high-tech financial engineering models forthe detailed modelling of credit risk instruments, setting up thetheoretical framework behind the application of Lévy Processesto Credit Risk Modelling before moving on to the practicalimplementation. Complex credit derivatives structures such as CDOs,ABSs, CPPIs, CPDOs are analysed and illustrated with marketdata.
Levy Processes in Credit Risk, This book is an introductory guide to using Lévy processes forcredit risk modelling. It covers all types of credit derivatives:from the single name vanillas such as Credit Default Swaps (CDSs)right through to structured credit risk products such asCollateralized Debt Obligations (CDOs), Constant ProportionPortfolio Insurances (CPPIs) and Constant Proportion DebtObligations (CPDOs) as well as new advanced rating models for AssetBacked Securities (ABSs). Jumps and extreme events are crucial stylized features,essential in the modelling of the very volatile credit markets -the recent turmoil in the credit markets has once again illustratedthe need for more refined models. Readers will learn how the classical models (driven by Brownianmotions and Black-Scholes settings) can be significantly improvedby using the more flexible class of Lévy processes. By doingthis, extreme event and jumps can be introduced into the models togive more reliable pricing and a better assessment of therisks. The book brings in high-tech financial engineering models forthe detailed modelling of credit risk instruments, setting up thetheoretical framework behind the application of Lévy Processesto Credit Risk Modelling before moving on to the practicalimplementation. Complex credit derivatives structures such as CDOs,ABSs, CPPIs, CPDOs are analysed and illustrated with marketdata.
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