Econometrics and risk management /

The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on...

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Bibliographic Details

Corporate Author:	Emerald Publishing Group
Other Authors:	Fomby, Thomas, Fouque, Jean-Pierre, Solna, Knut
Format:	eBook
Language:	English
Published:	Bingley, U.K. : Emerald, 2008.
Series:	Advances in econometrics ; v. 22.
Subjects:	Business & Economics > Econometrics. Business & Economics > Forecasting. Econometrics. Electronic books.
Online Access:	Connect to the full text of this electronic book