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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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Perturbation Methods in Credit Derivatives

expert volume Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new;

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Credit Derivatives Pricing Models

Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing;

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More Mathematical Finance

/> Chapter 7. The Monte Carlo pricing of portfolio credit derivatives 53 Chapter 8. Quasi-analytic methods for pricing portfolio credit;

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Modeling Credit Risk and Pricing Credit Derivatives

mispricing between bank loans and subordinated debt of the same issuer. The pricing and management of credit derivatives requires";

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Credit Risk

risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk;

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Copula Methods in Finance

explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main;

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Modern Derivatives Pricing & Credit Expo

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail;

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An Introduction to Credit Derivatives

: credit risk, unfunded credit derivatives, funded credit derivatives, credit default swap pricing, and more. Including an account of major segment;

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Machine Learning and Data Science Blueprints for Finance From Building Trading Strategies to RoboAdvisors Using Python

learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based;

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Derivatives and Internal Models

complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods;

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Derivatives and Internal Models

complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods;

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Credit Risk

of options on single-name CDSs, the pricing of credit derivatives, collateralized debt obligation (CDO) price data, the pricing of CDO tranches;

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Credit Derivatives Pricing

Credit derivatives are probably one of the most important types of new financial products introduced during the last decade. The market for;

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Rubinstein on Derivatives

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures;

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Credit Derivatives

The market for credit derivatives----financial instruments designed to transfer credit risk from one party to another----has grown;

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Financial Mathematics: An Introduction

and interest rate derivatives. Certain interesting and useful topics e.g., Optimal Trading Strategies, Credit Scoring Models and Portfolio;

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and;

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The Art of Credit Derivatives

derivatives; multi name corporate credit derivatives; asset backed securities and dynamic credit portfolio management. Coverage includes;

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Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices;

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Innovations in Derivatives Markets

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written;

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Linear Factor Models in Finance

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing;

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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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Understanding Credit Derivatives and Related Instruments

The global credit derivatives market is estimated to have grown from virtually nothing in the early 1990s to over $2 trillion dollars;

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Financial Derivatives Pricing

relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model;

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The Credit Risk of Complex Derivatives

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the;

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Analytical & Numerical Methods for Pricing Financial Derivatives

This book presents the reader with basic facts and knowledge of pricing financial derivatives. Also discussed herein is the qualitative;

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