by
Dynkin, Lev, 1957-
Format:
Books
Publication Date
2011
Excerpt:
Quantitative credit portfolio management : practical innovations for measuring and controlling
by
Garcia, João.
Format:
Books
Publication Date
2010
Excerpt:
The art of credit derivatives : demystifying the black swan / Garcia, João.
by
Bodie, Zvi, author.
Format:
Books
Publication Date
2024
Excerpt:
was due in part to innovations in securitization and credit enhancement that gave birth to new trading
by
Laopodis, Nikiforos, 1961-
Format:
Books
Publication Date
2013
Excerpt:
Market for Credit Derivatives -- Credit Default Swap -- Total Return Swap -- Asset Swap -- Collateralized
by
Butler, Cormac.
Format:
Books
Publication Date
1999
Excerpt:
-- Option strategies -- Monte Carlo simulation -- Applying VaR principles to credit control -- Estimating