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Credit Correlation: Theory and Practice

This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical;

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Credit Correlation

The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to;

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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms

Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same;

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Active Credit Portfolio Management

correlation within a credit risk model framework into account). This includes appropriate strategies to analyze the impact from credit-relevant;

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on;

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Equity Derivatives & Hybrids

methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts;

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Credit Risk Analytics

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk;

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Interest Rate Models - Theory and Practice

enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on;

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Determinants of Saving and Credit Cooperative Operational Performance

of long established SACCOs.To analyze qualitative and quantitative data descriptive statistics, correlation and World Council of Credit Union;

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Perturbation Methods in Credit Derivatives

Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this;

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The Art of Credit Derivatives

management why the dynamics of systemic correlation and the standardised credit indices are linked with leverage, and consequently the implications;

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Interest Rate Models - Theory and Practice

enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on;

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Credit Risk

portfolios, and tests on the accuracy of the Basel II framework * Describes benchmark models of implied credit correlation risk, copula-based;

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Credit Risk Modeling Using Excel And Vba

It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by;

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Musculoskeletal Imaging: Radiographic/MRI Correlation, An Issue of Magnetic Resonance Imaging Clinics of North America

This issue of MRI Clinics of North America focuses on Musculoskeletal Imaging: Radiographic/MRI Correlation and is edited by Dr. Anne;

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Financial Derivative Investments

from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the;

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Credit Models And The Crisis

of credit risk models, claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time;

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SOUTHEAST EUROPEAN CAPITAL MARKETS

their relations with credit default swap spreads. Bulgarian capital market is a part of the SEE group countries and it is a developing country;

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Binocular correlation detection

Binocular correlation detection;

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Ratio Correlation

Ratio Correlation is een boek van F. Chayes;

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Letter of Credit - Bank Guarantees - Bill of Exchange (Draft) in Letters of Credit

Letter of Credit - Bank Guarantees - Bill of Exchange (Draft) in Letters of Credit, What are the differences between bank guarantees and;

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An Analysis on Us Sub-Prime Mortgage Crisis

of mortgage's credit risk and I concluded that individual mortgages are possessing significant default correlation, especially sub-prime mortgage;

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Robust Correlation Theory & Aplications

This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions;

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Advanced Credit Risk Analysis & Manageme

Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009 has shown;

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Advanced Equity Derivatives

In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and;

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Rankings and Preferences

This book examines in detail the correlation, more precisely the weighted correlation and applications involving rankings. A general;

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Journey to Wealth

Based on years of consumer credit research and his own experiences as a credit consultant and consumer credit activist, Brett Mitchell;

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