Pricing credit linked financial instruments : theory and empirical evidence /

Interest rate management /
by: Zagst, Rudi, 1961-
Published: (2002)

Counterparty risk and funding : a tale of two puzzles /
by: Crépey, Stéphane, et al.
Published: (2014)

Interest rate models : theory and practice /
by: Brigo, Damiano, 1966-
Published: (2001)

Credit risk : modeling, valuation and hedging /
by: Bielecki, Tomasz R., 1955-
Published: (2002)

Applied quantitative finance : theory and computational tools /
by: Härdle, Wolfgang
Published: (2002)

Credit risk : models, derivatives, and management /
Published: (2008)

IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS /
by: Bellini, Tiziano
Published: (2019)

Pricing derivative credit risk /
by: Ammann, Manuel, 1970-
Published: (1999)

A factor model approach to derivative pricing /
by: Primbs, James A.
Published: (2014)

Measuring and managing credit risk /
by: Servigny, Arnaud de
Published: (2004)

Credit derivatives : applications for risk management, investment and portfolio optimisation /
Published: (1998)

Funds of hedge funds : performance, assessment, diversification, and statistical properties /
Published: (2006)

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /
by: Brigo, Damiano, 1966-
Published: (2013)

Modeling derivatives applications in MATLAB, C++, and Excel /
by: London, Justin, 1973-
Published: (2007)

Option pricing, interest rates and risk management /
Published: (2001)

Robust Libor modelling and pricing of derivative products /
by: Schoenmakers, John
Published: (2005)

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /
by: Brigo, Damiano, 1966-
Published: (2013)

Population ecology : first principles /
by: Vandermeer, John H
Published: (2003)

Parimutuel applications in finance /
by: Baron, Ken, 1966-
Published: (2007)

Law, probability and risk.
Published: (2002)

The Oxford handbook of credit derivatives /
Published: (2011)

Advanced derivatives pricing and risk management : theory, tools and hands-on programming application /
by: Albanese, Claudio
Published: (2006)

Pricing and hedging interest and credit risk sensitive instruments /
by: Skinner, Frank, 1957-
Published: (2005)

Interest rate models : an introduction /
by: Cairns, Andrew (Andrew J. G.)
Published: (2004)

The analytics of risk model validation /
Published: (2008)

Introduction to credit risk modeling /
by: Bluhm, Christian, et al.
Published: (2010)

Introduction to the modelling of marine ecosystems /
by: Fennel, W. (Wolfgang)
Published: (2004)

Introduction to the modelling of marine ecosystems /
by: Fennel, W. (Wolfgang)
Published: (2004)

The xVA challenge : counterparty risk, funding, collateral, capital and initial margin /
by: Gregory, Jon, 1971-
Published: (2020)

Interest rate dynamics, derivatives pricing, and risk management /
by: Chen, Lin, 1965-
Published: (1996)

Robust Libor modelling and pricing of derivative products /
by: Schoenmakers, John
Published: (2005)

Pricing derivative securities /
by: Epps, T. W.
Published: (2000)

Interest rate dynamics, derivatives pricing, and risk management /
by: Chen, Lin, 1965-
Published: (1996)

Pricing derivative securities /
by: Epps, T. W.
Published: (2007)

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets /
by: Gregory, Jon, 1971-
Published: (2012)

Interest rate models : theory and practice : with smile, inflation, and credit /
by: Brigo, Damiano, 1966-
Published: (2006)