Econometrics and Risk Management

by Jean-Pierre Fouque

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 credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners...

• Format: Hardcover
• Language: English
• ISBN: 1848551967
• ISBN13: 9781848551961
• Release Date: December 2008
• Publisher: Emerald Group Publishing
• Length: 304 Pages
• Weight: 1.30 lbs.
• Dimensions: 1.1" x 6.1" x 9.1"