Econometrics and Risk Management
Book Details
Format
Hardback or Cased Book
Book Series
Advances in Econometrics
ISBN-10
1848551967
ISBN-13
9781848551961
Publisher
Emerald Publishing Limited
Imprint
Emerald Group Publishing Limited
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 1st, 2008
Print length
304 Pages
Weight
578 grams
Dimensions
23.60 x 16.20 x 1.70 cms
Product Classification:
Econometrics
Ksh 18,200.00
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Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.
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