More New and Used
from Private Sellers
Usually Ships in 3-5 Business Days
Starting at $96.67
Questions About This Book?
Why should I rent this book?
Renting is easy, fast, and cheap! Renting from eCampus.com can save you hundreds of dollars compared to the cost of new or used books each semester. At the end of the semester, simply ship the book back to us with a free UPS shipping label! No need to worry about selling it back.
How do rental returns work?
Returning books is as easy as possible. As your rental due date approaches, we will email you several courtesy reminders. When you are ready to return, you can print a free UPS shipping label from our website at any time. Then, just return the book to your UPS driver or any staffed UPS location. You can even use the same box we shipped it in!
What version or edition is this?
This is the Reprint edition with a publication date of 3/1/2013.
What is included with this book?
- The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
- The Rental copy of this book is not guaranteed to include any supplemental materials. You may receive a brand new copy, but typically, only the book itself.
Table of Contents
Part I: Introduction
1. Non-technical Introduction, Gillian Tett
2. Technical Introduction, Alexander Lipton & Andrew Rennie
Part II: Statistical Overview
3. Default Recovery Rates and LGD in Credit Risk Modelling and Practice, Edward I. Altman
4. A Guide to Modelling Credit Term Structures, Arthur M. Berd
5. Statistical Data Mining Procedures in Generalized Cox Regressions, Zhen Wei
Part III: Single and Multi-name Theory
6. An Exposition of CDS Market Models, Lutz Schloegl
7. Single and Multi-name Credit Derivatives: Theory and Practice, Alexander Lipton and David Shelton
8. Marshall-Olkin Copula Based Models, Youssef Elouerkhaoui
9. Contagion Models in Credit Risk, Mark H. A. Davis
10. Markov Chain Models of Portfolio Credit Risk, Tomasz R. Bielecki, Stephane Crepey and Alexander Herbertsson
11. Counterparty Risk in Credit Derivative Contracts, Jon Gregory
12. Credit Value Adjustment in the Extended Structural Default Model, Alexander Lipton and Artur Sepp
Part IV: Beyond Normality
13. A New Philosophy of the Market, Elie Ayache
14. An EVT Primer for Credit Risk, Valerie Chavez-Demoulin and Paul Embrechts
15. Saddlepoint Methods in Portfolio Theory, Richard J. Martin
Part V: Securitzation
16. Quantitative Aspects of the Collapse of the Parallel Banking System, Alexander Batchvarov
17. Home Price Derivatives and Modelling, Alexander Levin
18. A Valuation Model for ABS CDOs, Julian Manzano, Vladimir Kamotski, Umberto Pesavento and Alexander Lipton