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Name: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates
Price: 87.31 CAD
Availability: LimitedAvailability
Author: Yuksel, Ayhan
ISBN: 9783838381312

Archive entry:

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New

Usually ships within 1 - 2 business days

Нові з: CDN$ 87.31 (13 Пропозиції)
Показати більше 13 Пропозиції на Amazon.ca »

paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 2572027

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Keywords: Books, Professional & Technical, Professional Science, Mathematics, Applied, Science & Math, Probability & Statistics, Textbooks, Sciences
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: CDN$ 87.31 (13 Пропозиції)
Показати більше 13 Пропозиції на Amazon.ca »

Archive entry:

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, New

Generalmente spedito in 1-2 giorni lavorativi

Нові з: € 62,51 (5 Пропозиції)
Показати більше 5 Пропозиції на Amazon.it (Int.) »

Copertina flessibile, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Libro, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing

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Keywords: Libri in altre lingue, Scienze, tecnologia e medicina, Matematica
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: € 62,51 (5 Пропозиції)
Показати більше 5 Пропозиції на Amazon.it (Int.) »

Archive entry:

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, Used

Usually dispatched within 2-3 business days

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

This book deals with the modeling of credit risk by using a structural approach. Three fundamental q.... paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 8305818

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Keywords: Books, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Archive entry:

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New

Usually dispatched within 1-2 business days

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

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Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Archive entry:

Ayhan Yuksel (?):

Credit Risk Modeling (?)

ISBN:

9783838381312 (?) or 3838381319

, in english, New

plus shipping, Sofort lieferbar

With Stochastic Volatility, Jumps and Stochastic Interest Rates, This book deals with the modeling of credit risk by using a structural approach. Three fundamental questions of credit risk literature are analyzed throughout the book: modeling single firm credit risk, modeling portfolio credit risk and credit risk pricing. First we analyze these questions under the assumptions that firm value follows a geometric Brownian motion and the interest rates are constant. We discuss the weaknesses of the geometric Brownian motion assumption in explaining empirical properties of real data. Then we propose a new extended model in which asset value, volatility and interest rates follow affine jump diffusion processes. In our extended model volatility is stochastic, asset value and volatility has correlated jumps and interest rates are stochastic and have jumps. Finally, we analyze the modeling of single firm credit risk and credit risk pricing by using our extended model and show how our model can be used as a solution for the problems we encounter with simple models.

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Category: Bücher / Fremdsprachige Bücher / Englische Bücher
Keywords: Bücher
Data from 11/22/2016 23:49h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

9783838381312

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