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Levy Processes in Credit Risk

This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the;

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Asymptotic Statistics in Insurance Risk Theory

is discussed under the setting of not only classical compound Poisson risk processes (Cramer-Lundberg model) but also more general Levy insurance risk;

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Levy Processes

This 1996 book is a comprehensive account of the theory of Levy processes. This branch of modern probability theory has been developed;

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Credit risk modeling with affine processes

an orientation to credit-risk modeling (emphasizing the valuation of corporate debt and credit derivatives) with an introduction to the;

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Credit Risk Management

Credit Risk Management will enable general bankers, staff, and credit analyst trainees to understand the basic information and principles;

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Credit Risk Scorecards

Praise for Credit Risk Scorecards Scorecard development is important to retail financial services in terms of credit risk management, Basel;

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Levy Processes In Finance

of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are;

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Advanced Credit Risk Analysis & Manageme

that sound understanding of underlying credit risk is crucial. If credit freezes, almost every activity in the economy is affected. The best;

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Corporate Credit Risk Management

or her processes. A final chapter with analyses regarding trade credit insurance, sovereign risk, and quantitative special items rounds off;

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Levy Processes & Stochastic Calculus

Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic;

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Intelligent Credit Scoring

A better development and implementation framework for credit risk scorecards Intelligent Credit Scoring presents a business-oriented;

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Applications of Levy Processes

Levy processes have found applications in various fields, including physics, chemistry, long-term climate change, telephone communication;

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Global Credit Review

covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management;

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Credit Engineering for Bankers

-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies;

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Levy Matters III: Levy-Type Processes

This volume presents recent developments in the area of Levy-type processes and more general stochastic processes that behave locally like;

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The Art of Credit Derivatives

have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets;

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Advanced Mathematical Methods for Finance

the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic;

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Advanced Mathematical Methods for Finance

the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic;

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The Handbook of Credit Risk Management - Originating, Assessing, and Managing Credit Exposures, Second Edition

Discover an accessible and comprehensive overview of credit risk management In the newly revised Second Edition of The Handbook;

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Credit Risk Management In and Out of the Financial Crisis

A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the;

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Emerging Market Bank Lending and Credit Risk Control

Using a framework of volatile markets Emerging Market Bank Lending and Credit Risk Control covers the theoretical and practical;

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Credit Risk Management Practices

Credit risk management is one major issues that continue to dominate agendas in the board meetings of many firms. The importance of credit;

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Levy Processes And Infinitely Divisible Distributions

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time;

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Levy Processes and Infinitely Divisible Distributions

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time;

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Modeling Credit Risk and Pricing Credit Derivatives

Inhaltsangabe: Abstract: Banks are financial intermediaries originating loans and consequently facing credit risk. Credit risk can be;

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Credit Risk

foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit;

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Modern Credit Risk Management

This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks;

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