Econometrics and risk management
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...
| Other Authors: | Fomby, Thomas, Fouque, Jean-Pierre, Solna, Knut |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
2008.
|
| Series: | Advances in econometrics ;
v. 22. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Similar Items
-
Bayesian econometrics
Published: (2009) -
Spatial and spatiotemporal econometrics
Published: (2004) -
Econometric analysis of financial and economic time series
Published: (2006) -
Econometric analysis of financial and economic time series
Published: (2006) -
Functional structure and approximation in econometrics
Published: (2004)