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04.08.2006The 2nd edition of this successful book has several new features. The calibration discussion of t...
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23.10.2016
The 2nd edition of this successful book has several new features. The calibration discussion of t...
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18.12.2020
Solve the DVA FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and...
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22.04.2013
The book's content is focused on rigorous and advanced quantitative methods for the pricing and h...
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08.02.2011
A timely guide to understanding and implementing credit derivatives Credit derivatives are here t...
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24.05.2010
The recent financial crisis has highlighted the need for better valuation models and risk managem...
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