Econometrics and Risk Management : Advances in Econometrics - Jean-Pierre Fouque

Econometrics and Risk Management

By: Jean-Pierre Fouque (Editor), Thomas B. Fomby (Editor), Knut Solna (Editor)

Hardcover | 1 December 2008

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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.

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