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Credit correlation [electronic resource] : life after copulas / editors, Alexander Lipton, Andrew Rennie.
by Lipton, Alexander | Rennie, Andrew, 1968- | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: New Jersey : World Scientific, c2008Other title: Life after copulas.Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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Idiosyncratic and systemic risk in the European corporate sector [electronic resource] : CDO perspective / prepared by Jorge A. Chan-Lau and Yinqiu Lu.
by Chan-Lau, Jorge A | Lu, Yinqiu | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, 2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
by Chan-Lau, Jorge A | International Monetary Fund. Monetary and Financial Systems Dept | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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The credit risk transfer market and stability implications for U.K. financial institutions [electronic resource] / Jorge A. Chan-Lau and Li Lian Ong.
by Chan-Lau, Jorge A | Ong, Li Lian | International Monetary Fund. Monetary and Financial Systems Dept | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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Credit derivatives [electronic resource] : instruments, applications and pricing / Mark J.P. Anson ... [et al.].
by Anson, Mark Jonathan Paul | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Hoboken, N.J. : Wiley, c2004Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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The use (and abuse) of CDS spreads during distress [electronic resource] / prepared by Manmohan Singh and Carolyne Spackman.
by Si�mha, Manamohana | Spackman, Carolyne | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington D.C.] : International Monetary Fund, 2009Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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Econometrics and risk management [electronic resource] / edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna.
by Advances in Econometrics Conference (2006 : Louisiana State University) | Fomby, Thomas B | Fouque, Jean-Pierre | Solna, Knut | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Bingley : Emerald, 2008Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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Credit correlation [electronic resource] : life after copulas / editors, Alexander Lipton, Andrew Rennie.
by Lipton, Alexander | Rennie, Andrew, 1968- | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: New Jersey : World Scientific, c2008Other title: Life after copulas.Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / Jon Gregory.
by Gregory, Jon [author.]. Material type: Book; Format:
available online
; Literary form:
Not fiction
Publisher: West Sussex, England : John Wiley & Sons, Inc., 2014Copyright date: �2014Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Econometrics and risk management [electronic resource] / edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna.
by Fomby, Thomas B | Fouque, Jean-Pierre | Solna, Knut | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Bingley : Emerald, 2008Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.
by Brigo, Damiano | Pallavicini, Andrea | Morini, Massimo | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Chichester, England : Wiley, c2013Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Credit derivatives [electronic resource] : investing and risk management / Geoff Chaplin.
by Chaplin, Geoff | ebrary, Inc. Edition: 2nd ed.Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Chichester, West Sussex, UK : John Wiley, 2010Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Modelling single-name and multi-name credit derivatives [electronic resource] / Dominic O'Kane.
by O'Kane, Dominic | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, c2008Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Idiosyncratic and systemic risk in the European corporate sector [electronic resource] : CDO perspective / prepared by Jorge A. Chan-Lau and Yinqiu Lu.
by Chan-Lau, Jorge A | Lu, Yinqiu | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, 2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
by Chan-Lau, Jorge A | International Monetary Fund. Monetary and Financial Systems Dept | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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The credit risk transfer market and stability implications for U.K. financial institutions [electronic resource] / Jorge A. Chan-Lau and Li Lian Ong.
by Chan-Lau, Jorge A | Ong, Li Lian | International Monetary Fund. Monetary and Financial Systems Dept | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Credit derivatives [electronic resource] : instruments, applications and pricing / Mark J.P. Anson ... [et al.].
by Anson, Mark Jonathan Paul | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Hoboken, N.J. : Wiley, c2004Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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The use (and abuse) of CDS spreads during distress [electronic resource] / prepared by Manmohan Singh and Carolyne Spackman.
by Si�mha, Manamohana | Spackman, Carolyne | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: [Washington D.C.] : International Monetary Fund, 2009Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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The art of credit derivatives [electronic resource] : demystifying the black swan / Jo�ao Garcia and Serge Goossens.
by Garcia, Jo�ao | Goossens, Serge | ebrary, Inc. Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Chichester, West Sussex : Wiley, c2010Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Quantitative credit portfolio management [electronic resource] : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / Arik Ben Dor ... [et al.].
by Ben Dor, Arik | ebrary, Inc. Edition: 1st ed.Material type: Book; Format:
electronic
available online
; Literary form:
Not fiction
Publisher: Hoboken, NJ : Wiley, c2012Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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