Pricing and hedging interest and credit risk sensitive instruments /

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

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

Understanding and managing interest rate risks /
by: Chen, Ren-Raw
Published: (1996)

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)

Risk-adjusted lending conditions : an option pricing approach /
by: Rosenberger, Werner
Published: (2003)

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

Volatility and correlation in the pricing of equity, FX, and interest-rate options /
by: Rebonato, Riccardo
Published: (1999)

Volatility and correlation in the pricing of equity, FX, and interest-rate options /
by: Rebonato, Riccardo
Published: (1999)

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

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options /
by: Rebonato, Riccardo
Published: (1996)

Pricing credit linked financial instruments : theory and empirical evidence /
by: Schmid, Bernd, 1970-
Published: (2002)

Market risk management for hedge funds : foundations of the style and implicit value-at-risk /
by: Duc, François
Published: (2008)

Measuring market risk /
by: Dowd, Kevin
Published: (2005)

An elementary introduction to stochastic interest rate modeling /
by: Privault, Nicolas
Published: (2008)

Measuring market risk /
by: Dowd, Kevin
Published: (2005)

Frontiers in credit risk : concepts and techniques for applied credit risk measurement /
Published: (2003)

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

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

Microeconomic risk management and macroeconomic stability /
by: Röthig, Andreas
Published: (2009)

Valuation of interest-sensitive financial instruments /
by: Babbel, David F., 1949-
Published: (1996)

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

Market risk management for hedge funds : foundations of the style and implicit value-at-risk /
by: Duc, François
Published: (2008)

The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions /
by: Moix, Pierre-Yves, 1965-
Published: (2001)

Interest rate modeling : theory and practice /
by: Wu, Lixin, 1961-
Published: (2019)

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

Risk management and financial derivatives : a guide to the mathematics /
Published: (1998)

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

Optimal control of credit risk /
by: Cossin, Didier
Published: (2001)

Rating based modeling of credit risk : theory and application of migration matrices /
by: Trueck, Stefan
Published: (2009)

Credit risk, capital structure and the pricing of equity options /
by: Hanke, Michael
Published: (2003)

Credit risk models and the Basel Accords /
by: Deventer, Donald R. van, 1951-
Published: (2003)

Robust static super-replication of barrier options /
by: Maruhn, Jan H.
Published: (2009)

Volatility and correlation : the perfect hedger and the fox /
by: Rebonato, Riccardo
Published: (2004)

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

INTEREST RATE MODELING theory and practice.
by: Wu, Lixin, 1961-
Published: (2024)