Counterparty Risk and Funding: A Tale of Two Puzzles
Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk ModelingMarkov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Bosa Roca
CRC Press
2014
|
| Schriftenreihe: | Chapman and Hall/CRC Financial Mathematics Series
|
| Schlagwörter: | |
| Zusammenfassung: | Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk ModelingMarkov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Umfang: | 1 online resource (380 pages) |
| ISBN: | 9781466516465 9781466516458 |
Internformat
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| 650 | 4 | |a Credit derivatives -- Mathematical models | |
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Datensatz im Suchindex
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| author | Crépey, Stéphane |
| author_facet | Crépey, Stéphane |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:40:56Z |
| institution | BVB |
| isbn | 9781466516465 9781466516458 |
| language | English |
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| spelling | Crépey, Stéphane Verfasser aut Counterparty Risk and Funding A Tale of Two Puzzles Bosa Roca CRC Press 2014 © 2014 1 online resource (380 pages) txt rdacontent c rdamedia cr rdacarrier Chapman and Hall/CRC Financial Mathematics Series Description based on publisher supplied metadata and other sources Formula Backward Stochastic Differential Equations Measure Changes and Random Intensity of Jumps Reduction of Filtration and Hazard Intensity Pre-Default Credit Risk ModelingMarkov Consistency and Markov Copulas Introduction Consistent Markov Processes Markov Copulas Examples Index Mathematisches Modell Credit -- Mathematical models Credit derivatives -- Mathematical models Finance -- Mathematical models Financial risk -- Mathematical models Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 s Bewertung (DE-588)4006340-9 s Mathematisches Modell (DE-588)4114528-8 s Finanzierung (DE-588)4017182-6 s 1\p DE-604 Bielecki, Tomasz R. Sonstige oth Brigo, Damiano Sonstige oth Erscheint auch als Druck-Ausgabe Crépey, Stéphane Counterparty Risk and Funding : A Tale of Two Puzzles 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Crépey, Stéphane Counterparty Risk and Funding A Tale of Two Puzzles Mathematisches Modell Credit -- Mathematical models Credit derivatives -- Mathematical models Finance -- Mathematical models Financial risk -- Mathematical models Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Finanzierung (DE-588)4017182-6 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4114528-8 (DE-588)4006340-9 (DE-588)4017182-6 |
| title | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_auth | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_exact_search | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_full | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_fullStr | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_full_unstemmed | Counterparty Risk and Funding A Tale of Two Puzzles |
| title_short | Counterparty Risk and Funding |
| title_sort | counterparty risk and funding a tale of two puzzles |
| title_sub | A Tale of Two Puzzles |
| topic | Mathematisches Modell Credit -- Mathematical models Credit derivatives -- Mathematical models Finance -- Mathematical models Financial risk -- Mathematical models Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Finanzierung (DE-588)4017182-6 gnd |
| topic_facet | Mathematisches Modell Credit -- Mathematical models Credit derivatives -- Mathematical models Finance -- Mathematical models Financial risk -- Mathematical models Kreditrisiko Bewertung Finanzierung |
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