Andrew Rennie – författare
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6 produkter
Oxford Handbook of Credit Derivatives
Av Andrew Rennie, Alexander Lipton
E-bok, 2013
569 kr
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
Oxford Handbook of Credit Derivatives
Av Andrew Rennie, Alexander Lipton
E-bok, 2013
569 kr
Lägg i varukorg
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
The Oxford Handbook of Credit Derivatives
Av Alexander Lipton, Andrew Rennie m. fl.
Inbunden, 2011
2581 kr
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From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
The Oxford Handbook of Credit Derivatives
Av Alexander Lipton, Andrew Rennie m. fl.
Häftad, 2013
840 kr
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
Financial Calculus
An Introduction to Derivative Pricing
Av Martin Baxter, Andrew Rennie
Inbunden, 1996
1260 kr
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The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical …
CREDIT CORRELATION: LIFE AFTER COPULAS
Av LIPTON ALEXANDER, Alexander Lipton m. fl.
Inbunden, 2008
1789 kr
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The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long …
