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Archive entry:
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates - Book

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

Delivery from: CanadaBook is in english languageThis is a paperback bookNew book
ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New
Usually ships within 1 - 2 business days

Нові з: CDN$ 87.31 (13 Пропозиції)
Показати більше 13 Пропозиції на Amazon.ca »

paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 2572027
Keywords: Books, Professional & Technical, Professional Science, Mathematics, Applied, Science & Math, Probability & Statistics, Textbooks, Sciences
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: CDN$ 87.31 (13 Пропозиції)
Показати більше 13 Пропозиції на Amazon.ca »

Archive entry:
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates - Book

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

Delivery from: ItalyBook is in english languageNew book
ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, New
Generalmente spedito in 1-2 giorni lavorativi
Copertina flessibile, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Libro, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing
Keywords: Libri in altre lingue, Scienze, tecnologia e medicina, Matematica
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2
Archive entry:
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates - Book

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

Delivery from: United Kingdom of Great Britain and Northern IrelandBook is in english languageThis is a paperback bookUsed book, not a new book.
ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, Used
Usually dispatched within 2-3 business days

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

This book deals with the modeling of credit risk by using a structural approach. Three fundamental q.... paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 8305818
Keywords: Books, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Archive entry:
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates - Book

Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

Delivery from: United Kingdom of Great Britain and Northern IrelandBook is in english languageThis is a paperback bookNew book
ISBN:

9783838381312 (?) or 3838381319

, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New
Usually dispatched within 1-2 business days

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

This book deals with the modeling of credit risk by using a structural approach. Three fundamental q.... paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 8305818
Keywords: Books, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Archive entry:
9783838381312 - Ayhan Yuksel: Credit Risk Modeling - Book

Ayhan Yuksel (?):

Credit Risk Modeling (?)

Delivery from: GermanyBook is in english languageNew book
ISBN:

9783838381312 (?) or 3838381319

, in english, New
plus shipping, Sofort lieferbar
With Stochastic Volatility, Jumps and Stochastic Interest Rates, This book deals with the modeling of credit risk by using a structural approach. Three fundamental questions of credit risk literature are analyzed throughout the book: modeling single firm credit risk, modeling portfolio credit risk and credit risk pricing. First we analyze these questions under the assumptions that firm value follows a geometric Brownian motion and the interest rates are constant. We discuss the weaknesses of the geometric Brownian motion assumption in explaining empirical properties of real data. Then we propose a new extended model in which asset value, volatility and interest rates follow affine jump diffusion processes. In our extended model volatility is stochastic, asset value and volatility has correlated jumps and interest rates are stochastic and have jumps. Finally, we analyze the modeling of single firm credit risk and credit risk pricing by using our extended model and show how our model can be used as a solution for the problems we encounter with simple models.
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Category: Bücher / Fremdsprachige Bücher / Englische Bücher
Keywords: Bücher
Data from 11/22/2016 23:49h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

9783838381312

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