Econometrics and Risk Management

Thomas B. Fomby

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Hardback

304 Pages

$301.00

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Description

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.

Econometrics and Risk Management

$301.00

Description

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.