European University Institute Library
Credit derivatives + Mathematical models
Type
http://bibfra.me/vocab/lite/Concept
Label
Credit derivatives + Mathematical models
Name
Credit derivatives + Mathematical models
Focus
Credit derivatives + Mathematical models
Sub focus
Mathematical models
Credit derivatives
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Incoming Resources
Subject of
6
Modeling derivatives applications in MATHLAB, C++, and Excel, Justin London
Counterparty credit risk, collateral and funding, with pricing cases for all asset classes, Damiano Brigo, Massimo Morini, Andrea Pallavicini
Quantitative methods in derivatives pricing, an introduction to computational finance, Domingo Tavella
The Oxford handbook of credit derivatives, edited by Alexander Lipton and Andrew Rennie
Do market-based indicators anticipate rating agencies?, evidence for international banks, by Antonio di Cesare
Credit risk, models, derivatives, and management, edited by Niklas Wagner
Outgoing Resources
Focus
1
Credit derivatives + Mathematical models
Sub focus
2
Mathematical models
Credit derivatives
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