The dynamics of cooperate credit risk. An intensity-based econometric

The dynamics of cooperate credit risk. An intensity-based econometric PDF Author:
Publisher: Rozenberg Publishers
ISBN: 9051709293
Category :
Languages : en
Pages : 221

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The dynamics of cooperate credit risk. An intensity-based econometric

The dynamics of cooperate credit risk. An intensity-based econometric PDF Author:
Publisher: Rozenberg Publishers
ISBN: 9051709293
Category :
Languages : en
Pages : 221

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Book Description


Econometrics and Risk Management

Econometrics and Risk Management PDF Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 1848551975
Category : Business & Economics
Languages : en
Pages : 304

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Book Description
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

On the Dynamics of Credit Risk

On the Dynamics of Credit Risk PDF Author: Peter N. Posch
Publisher:
ISBN: 9783866242470
Category :
Languages : en
Pages : 201

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Econometric studies to the economic and social factors of crime

Econometric studies to the economic and social factors of crime PDF Author: Sunčica Nikola Vujić
Publisher: Rozenberg Publishers
ISBN: 9036101247
Category :
Languages : en
Pages : 253

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Essays on Top Management and Corporate Behavior

Essays on Top Management and Corporate Behavior PDF Author: Hui-Ting Wu
Publisher: Rozenberg Publishers
ISBN: 9036101913
Category :
Languages : en
Pages : 196

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Dynamic econometric analysis of insurance markets with imperfect information

Dynamic econometric analysis of insurance markets with imperfect information PDF Author: Tibor Zavadil
Publisher: Rozenberg Publishers
ISBN: 9036100941
Category :
Languages : en
Pages : 228

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Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation

Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentation PDF Author: Taoying Farenhorst-Yuan
Publisher: Rozenberg Publishers
ISBN: 905170660X
Category :
Languages : en
Pages : 198

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Essays on the measurements sensitivity of risk aversion and causal effects in education

Essays on the measurements sensitivity of risk aversion and causal effects in education PDF Author: Adam Sanoé Booij
Publisher: Rozenberg Publishers
ISBN: 9036101190
Category :
Languages : en
Pages : 174

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Essays on Consumer Search, Dynamic Competition and Regulation

Essays on Consumer Search, Dynamic Competition and Regulation PDF Author: Alexei Parakhonyak
Publisher: Rozenberg Publishers
ISBN: 9036101786
Category :
Languages : en
Pages : 139

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Economic development and growth in transition countries

Economic development and growth in transition countries PDF Author: Desislava Todorova Rusinova
Publisher: Rozenberg Publishers
ISBN: 9036101859
Category :
Languages : en
Pages : 130

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Book Description