Econometrics & Risk Management (Advances in Econometrics)

by ThomasFomby (Author), Jean-PierreFouque (Author)

• New

  Hardcover
  2008

  $214.37

  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.