Ta strona wykorzystuje pliki cookies. Korzystając ze strony, zgadzasz się na ich użycie. OK Polityka Prywatności Zaakceptuj i zamknij X

LEVY PROCESSES IN CREDIT RISK + druga gratis

28-01-2012, 0:23
Aukcja w czasie sprawdzania była zakończona.
Cena kup teraz: 25 zł     
Użytkownik babooshka76
numer aukcji: 2019829404
Miejscowość Warszawa
Wyświetleń: 9   
Koniec: 25-01-2012 14:18:29

Dodatkowe informacje:
Stan: Używany
Okładka: twarda z obwolutą
Język: angielski
info Niektóre dane mogą być zasłonięte. Żeby je odsłonić przepisz token po prawej stronie. captcha

LEVY PROCESSES IN CREDIT RISK


Autor: Wom Schoutens and Jessica Cariboni
Wydawnictwo: 2009r
Liczba stron: 186, twarda oprawa i obwoluta
Stan książki: db /wyrwana strona przedtytulowa z danymi poprzedniego wlasciciela

Jeśli WYSYŁKA: Koszt przesyłki 8 zł. List polecony. Wysyłka max 48h od momentu zaksięgowania pieniędzy na koncie
Jeśli ODBIÓR osobisty - Saska Kępa, ul. Afrykańska.

UWAGA! ODBIORY OSOBISTE WYŁĄCZNIE PO UPRZEDNIEJ WPŁACIE NA KONTO. PROWADZĘ DZIAŁALNOŚC GOSPODARCZĄ, KORZYSTAM ZE ZWOLNIENIA Z KASY FISKALNEJ - WSZYSTKIE WPŁYWY Z AUKCJI MUSZA SIĘ ZNALEŹĆ NA MOIM FIRMOWYM KONCIE! NIE MOGĘ PRZYJĄĆ GOTÓWKI.

W jezyku angielskim

This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).

Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models.

Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks.

The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data.

kliknij, aby powiększyćZdjęcia przedmiotu


LEVY PROCESSES IN CREDIT RISK + druga gratis


========================

Dodatkowo gratis:
THE DOLLAR MELTDOWN Surviving the impending currency crisis with gold, oil and other unconventional investments - Charles Goyette


Stan db /stempelek poprzedniego wlasciciela, 238 stron, 2009r

"America's debt is a powder keg about to blow, and the fuse was lit by the rush of bailouts and stimulus spending."

Is your money inflation-proof? It had better be. On the heels of the most recent economic crisis, America is headed toward another: high inflation and dollar devaluation.

Charles Goyette reveals the governmental errors that led to the current economic crisis and the bumpy road ahead. The signs are clear: Federal debt is compounding while growth has stalled, and America's foreign creditors are questioning the dollar's reserve currency status. Meanwhile, the "hidden" federal debt, much larger than the official debt, makes things even worse.

So what can you do to safeguard your assets when the dollar heads south? This book is the essential guide for protecting yourself--and even profiting--in this time of financial turbulence. In clear detail, Goyette explains the alternative investments--from gold and silver to oil and agriculture-- that will remain strong in the face of mounting inflation. The Dollar Meltdown gives you the tools to maintain the value of your savings and captilize on the coming opportunities.

Don't get left holding the bag after decades of government irresponsibility. The Dollar Meltdown shows you how to take the safety of your finances into your own hands