Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781400829170

Sommaire : 1. Introduction
3. Default Arrival: Historical Patterns and Statistical Models
4. Ratings Transitions: Historical Patterns and Statistical Models
5. Conceptual Approaches to Valuation of Default Risk
6. Pricing Corporate and Sovereign Bonds
7. Empirical Models of Defaultable Bond Spreads
8. Credit Swaps
9. Optional Credit Pricing
10. Correlated Defaults
11. Collateralized Debt Obligations
12. Over-the-Counter Default Risk and Valuation
13. Integrated Market and Credit Risk Measurement

Langue : Anglais

Collection : PRINCETON SERIES IN FINANCE

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque