| Description |
1 online resource (xvii, 233 pages) : illustrations |
|
text file |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Note |
Includes index. |
| Bibliography |
Includes bibliographical references and index. |
| Summary |
A valuable financial resource that covers a variety of advanced credit market issuesThe Credit Market Handbook provides a state-of-the-art look at credit analyses including the analysis of structured credit product. Author and financial expert H. |
| Contents |
Estimating default probabilities implicit in equity prices / Tibor Janosi, Robert Jarrow and Yildiray Yildirim -- Predictions of default probabilities in structural models of debt / Hayne E. Leland -- Survey of the recent literature : recovery risk / Sanjiv R. Das -- Non-parametric analysis of rating transition and default data / Peter Fledelius, David Lando and Jens Perch Nielsen -- Valuing high-yield bonds : a business modeling approach / Thomas S.Y. Ho and Sang Bin Lee -- Structural versus reduced-form models : a new information-based perspective / Robert A. Jarrow and Philip Protter. |
| Language |
English. |
| Subject |
Credit -- Mathematical models.
|
|
Risk management -- Mathematical models.
|
|
Default (Finance) -- Mathematical models.
|
|
Crédit -- Modèles mathématiques. |
|
Gestion du risque -- Modèles mathématiques. |
|
Défaillance (Finances) -- Modèles mathématiques. |
|
Credit -- Mathematical models |
|
Default (Finance) -- Mathematical models |
|
Risk management -- Mathematical models |
| Added Author |
Fong, H. Gifford.
|
| Other Form: |
Print version: Credit market handbook. Hoboken, N.J. : Wiley, ©2006 0471778621 (DLC) 2005025156 (OCoLC)61461568 |
| ISBN |
9781119201892 (electronic bk.) |
|
1119201896 (electronic bk.) |
|
0471787191 (electronic bk.) |
|
9780471787198 (electronic bk.) |
|
1280311800 |
|
9781280311802 |
|
9786610311804 |
|
6610311803 |
|
(cloth) |
|
(cloth) |
|
0471778621 |
|
9780471778622 |
| Standard No. |
9780471778622 |
|
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