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9783899364484 - Qian Wang: Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives - 书
1
Qian Wang (?):

Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives (2006) (?)

ISBN: 9783899364484 (?) 或 3899364481, 在德国, Eul, 平装书, 使用

¥ 437 (US$ 73,24)¹ + 航运: ¥ 24 (US$ 3,99)¹ = ¥ 461 (US$ 77,23)¹(没有义务)
Usually ships in 1-2 business days
从卖方/古玩, Berlin Express
Paperback, Label: Eul, Eul, Produktgruppe: Book, Publiziert: 2006, Studio: Eul
平台订单编号 Amazon.com: zrQXa7bgUHVONS5QwRpccrW%2FilMb JhqYNLr94p5tyMqoo4fouuYHRtvAAJ j%2BViniftF3ON2Nqa0eUtCUaarC3H hWE9Z7dORWlS82u9Gg9KstmAVPbu17 IlZZTKNBP4MemBNXUt5os6TXP2ZnQQ eRVg%3D%3D
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从数据 2013-07-17 21:16h
ISBN (替代符号): 3-89936-448-1, 978-3-89936-448-4
9783899364484 - Qian Wang: Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives - 书
2
Qian Wang (?):

Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives (2006) (?)

ISBN: 9783899364484 (?) 或 3899364481, 在英语中, 118 页面, Eul, 平装书, 新增功能, 第一版

¥ 299 ( 38,00)¹(没有义务)
船舶内 1-2 天
从卖方/古玩, josef-eul-verlag
Broschiert, Ausgabe: 1., Aufl. Label: Eul, Eul, Produktgruppe: Book, Publiziert: 2006-03, Studio: Eul
平台订单编号 Amazon.de (Int.): kmDzFfP7%2B5VMX5RQLjrw8RTLufZO ESeRmJdMnKuEd6sWc4XYDdCPRUfxP3 2I0WD42VIZwUmOcyWzncgi1x4Y5SLb lOlNv%2Bt3J1tym7ctraRFJtv6FpaT 3Nmpvh4sboVivK0Bt5hDsuGt3yL8jN 6XlA%3D%3D
关键字: Arbeitssuche & Karriere, Biographien & Geschichte, Finanzwesen, Frauen & Wirtschaft, Fähigkeiten, Geschäftsleben, Immobilien, Industriezweige & Berufe, International, Investieren, Kleinunternehmen & Unternehmertum, Management & Führung, Marketing & Verkauf, Nachschlagewerke, Organisationales Verhalten, Persönliche Finanzen, Populäre Wirtschaftswissenschaften, Fremdsprachige Bücher, Business, Karriere & Geld, Taschenbuch
从数据 2013-07-17 21:16h
ISBN (替代符号): 3-89936-448-1, 978-3-89936-448-4
9783899364484 - Wang: Wang | Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives | Josef Eul | 2006 - 书
3
Wang (?):

Wang | Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives | Josef Eul | 2006 (?)

ISBN: 9783899364484 (?) 或 3899364481, 在德国, Josef Eul, 新增功能

¥ 299 ( 38,00)¹(免费送货, 没有义务)
从卖方/古玩
The financial health of a firm varies with randomly fluctuating macroeconomic factors such as changes in economic growth. This type of dependence between defaults can be and has been modelled in the standard reduced-form credit risk model with conditionally independent defaults. Credit contagion refers to the propagation of financial distress from one firm or sovereign government to another. Through credit contagion effects the classical assumption that the probabilities of default may only depend on the common factors is rejected. Under different criteria the existing contagion models can be sorted into the following types: We pick here Jarrow & Yus (2001) counterparty risk model and Schönbuchers (2003) frailty model, which can be regarded as the representatives of the respective types. We also try to construct two own models: correlated firm value model based on the Credit Metrics model, and correlated firm value with jump model. In the correlated firm value model, the asset values of the firms depend not only on the common factors, but also on the firm specific factors of his own and of the tied firms. The tied firms here should be defined as business partners in the economic networks. In this way the asset values of all the firms depend on the same factors, so we call it factor model. Another innovation of this paper is the building of the correlated firm value with jump model. It tries to build the influence factors between asset value processes of tied firms into a jump process. We then investigate the pricing effects caused by the conceptual differences of the four contagion models above, especially second-to-default basket credit derivative prices and CDO prices. For the CDO pricing, different contagion models will show different pricing trends. At the end, the author tries to suggest some of the hedging strategies under contagion.
卖方订单编号: 491784
类别: Finanzsektor & Finanzdienstleistungen: Allgemeines
从数据 2018-04-01 21:27h
ISBN (替代符号): 3-89936-448-1, 978-3-89936-448-4
9783899364484 - Qian Wang: Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives (Finanzierung, Kapitalmarkt und Banken) - 书
4
Qian Wang (?):

Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives (Finanzierung, Kapitalmarkt und Banken) (2006) (?)

ISBN: 9783899364484 (?) 或 3899364481, 在英语中, 118 页面, Josef Eul Verlag, 平装书, 新增功能, 第一版

¥ 299 ( 38,00)¹(免费送货, 没有义务)
Gewöhnlich versandfertig in 24 Stunden, 免费送货. Tatsächliche Versandkosten können abweichen.
从卖方/古玩, josef-eul-verlag
Taschenbuch, Ausgabe: 1., Label: Josef Eul Verlag, Josef Eul Verlag, Produktgruppe: Book, Publiziert: 2006-03-01, Studio: Josef Eul Verlag
平台订单编号 Amazon.de (Int.): tFmUMbq0HY9zsy3TxUamuyQcYwFQKP mqE33hdz84aG8sPad943skK2iiLJ7s sgzZ0rq9L1iWhn0ORYsNjwu%2BjgWM V1RKaHs4ntka4nzZOYHfXsgaDlIyx2 gGuDJSp9SJfU91Hlfn8ERDQ5FQqIP% 2BjA%3D%3D
关键字: Arbeitssuche & Karriere, Biographien & Geschichte, Finanzwesen, Frauen & Wirtschaft, Fähigkeiten, Geschäftsleben, Immobilien, Industriezweige & Berufe, International, Investieren, Kleinunternehmen & Unternehmertum, Management & Führung, Marketing & Verkauf, Nachschlagewerke, Organisationales Verhalten, Persönliche Finanzen, Populäre Wirtschaftswissenschaften, Fremdsprachige Bücher, Business, Karriere & Geld
从数据 2018-04-01 21:27h
ISBN (替代符号): 3-89936-448-1, 978-3-89936-448-4
9783899364484 - Wang, Qian: Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives - 书
5
Wang, Qian (?):

Modeling of Contagion Effects and their Influence to the Pricing and Hedging of Basket Credit Derivatives (?)

ISBN: 9783899364484 (?) 或 3899364481, 在德国, Eul, J, 平装书, 新增功能

¥ 299 ( 38,00)¹ + 航运: ¥ 24 ( 3,00)¹ = ¥ 322 ( 41,00)¹(没有义务)
航运成本︰ 德国
从卖方/古玩, InternetBuchhandlung A. Bell, [3194875]
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Händlerbewertung: 95.2%
平台订单编号 Booklooker.de: A02jknXq01ZZa
从数据 2018-04-01 21:27h
ISBN (替代符号): 3-89936-448-1, 978-3-89936-448-4

9783899364484

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