Search Results for Credit -- Mathematical models.

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Counterparty Risk and Funding : A Tale of Two Puzzles

Author

Crépey, Stéphane, author. Bielecki, Tomasz R., author. Brigo, Damiano, author. Taylor and Francis.

Preferred Shelf Number

HG106

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Rating based modeling of credit risk theory and application of migration matrices

Author

Trueck, Stefan. Rachev, S. T. (Svetlozar Todorov)

Preferred Shelf Number

ONLINE

Electronic Access

ScienceDirect http://www.sciencedirect.com/science/book/9780123736833

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Pricing and hedging interest and credit risk sensitive instruments

Author

Skinner, Frank, 1957-

Preferred Shelf Number

ONLINE

Electronic Access

ScienceDirect http://www.sciencedirect.com/science/book/9780750662598

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Risk-adjusted lending conditions an option pricing approach

Author

Rosenberger, Werner.

Preferred Shelf Number

ONLINE

Electronic Access

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John Wiley http://dx.doi.org/10.1002/0470013249
Contributor biographical information http://catdir.loc.gov/catdir/bios/wiley044/2002031125.html

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Credit risk : Modeling, valuation and hedging

Author

Bielecki, Tomasz R., 1955- Rutkowski, Marek, 1952- ort. yaz.

Preferred Shelf Number

HG 3701 B53 2002

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Beytepe Library~1

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