Related Books

Semi-Markov Migration Models for Credit Risk
Language: en
Pages: 265
Authors: Guglielmo D'Amico
Categories: Mathematics
Type: BOOK - Published: 2017-06-01 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are
Semi-Markov Migration Models for Credit Risk
Language: en
Pages: 318
Authors: Guglielmo D'Amico
Categories: Mathematics
Type: BOOK - Published: 2017-06-26 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are
VaR Methodology for Non-Gaussian Finance
Language: en
Pages: 176
Authors: Marine Habart-Corlosquet
Categories: Business & Economics
Type: BOOK - Published: 2013-05-06 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leadin
The dynamics of cooperate credit risk. An intensity-based econometric
Language: en
Pages: 221
Authors:
Categories:
Type: BOOK - Published: 2008 - Publisher: Rozenberg Publishers

DOWNLOAD EBOOK

Statistical Inference for Piecewise-deterministic Markov Processes
Language: en
Pages: 279
Authors: Romain Azais
Categories: Mathematics
Type: BOOK - Published: 2018-07-31 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, fi