Econometrics and Risk Management

This book PDF is perfect for those who love Business & Economics genre, written by Thomas B. Fomby and published by Emerald Group Publishing which was released on 01 December 2008 with total hardcover pages 302. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Econometrics and Risk Management books below.

Econometrics and Risk Management
Econometrics and Risk Management
Author : Thomas B. Fomby
File Size : 49,9 Mb
Publisher : Emerald Group Publishing
Language : English
Release Date : 01 December 2008
ISBN : 9781848551961
Pages : 302 pages
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Econometrics and Risk Management by Thomas B. Fomby Book PDF Summary

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

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