IUKL Library

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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 Book; Format: electronic available online remote; 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 Book; Format: electronic available online remote; 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
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 Book; Format: electronic available online remote; 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
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 Book; Format: electronic available online remote; 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
Credit derivatives [electronic resource] : instruments, applications and pricing / Mark J.P. Anson ... [et al.].

by Anson, Mark Jonathan Paul | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; 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
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 Book; Format: electronic available online remote; 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
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 Book; Format: electronic available online remote; 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
Credit correlation [electronic resource] : life after copulas / editors, Alexander Lipton, Andrew Rennie.

by Lipton, Alexander | Rennie, Andrew, 1968- | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; 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).
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / Jon Gregory.

by Gregory, Jon [author.].

Material type: book Book; Format: available online remote; 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).
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 Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
Credit derivatives [electronic resource] : investing and risk management / Geoff Chaplin.

by Chaplin, Geoff | ebrary, Inc.

Edition: 2nd ed.Material type: book Book; Format: electronic available online remote; 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).
Modelling single-name and multi-name credit derivatives [electronic resource] / Dominic O'Kane.

by O'Kane, Dominic | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
Credit derivatives [electronic resource] : instruments, applications and pricing / Mark J.P. Anson ... [et al.].

by Anson, Mark Jonathan Paul | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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).
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 Book; Format: electronic available online remote; 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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