Econometrics and Risk Management - Advances in Econometrics
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Published By Emerald (MCB UP )

9781848551961

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Advances in econometrics

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22015-3 ◽

2008 ◽

pp. ii ◽

Cited By ~ 1

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Fast solution of the Gaussian copula model

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22001-3 ◽

2008 ◽

pp. 1-13 ◽

Cited By ~ 1

Author(s):

Bjorn Flesaker

Keyword(s):

Gaussian Copula ◽

Copula Model ◽

Fast Solution

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Copyright page

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22017-7 ◽

2008 ◽

pp. iv

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Credit risk dependence modeling with dynamic copula: An application to CDO tranches

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22004-9 ◽

2008 ◽

pp. 85-102 ◽

Cited By ~ 2

Author(s):

Daniel Totouom ◽

Margaret Armstrong

Keyword(s):

Credit Risk ◽

Dependence Modeling ◽

Dynamic Copula

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The skewed t

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22003-7 ◽

2008 ◽

pp. 55-83 ◽

Cited By ~ 2

Author(s):

Wenbo Hu ◽

Alec N. Kercheval

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Econometrics and risk management

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22016-5 ◽

2008 ◽

pp. iii

Keyword(s):

Risk Management

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List of contributors

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22013-x ◽

2008 ◽

pp. vii-viii

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Jump diffusion in credit barrier modeling: a partial integro-differential equation approach

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22008-6 ◽

2008 ◽

pp. 195-214 ◽

Cited By ~ 2

Author(s):

Jingyi Zhu

Keyword(s):

Differential Equation ◽

Jump Diffusion ◽

Equation Approach ◽

Integro Differential Equation

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Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22010-4 ◽

2008 ◽

pp. 243-274 ◽

Cited By ~ 25

Author(s):

Andrei V. Lopatin ◽

Timur Misirpashaev

Keyword(s):

Two Dimensional ◽

Markovian Model

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An empirical study of pricing and hedging collateralized debt obligation (CDO)

Econometrics and Risk Management - Advances in Econometrics ◽

10.1016/s0731-9053(08)22002-5 ◽

2008 ◽

pp. 15-54 ◽

Cited By ~ 2

Author(s):

Lijuan Cao ◽

Zhang Jingqing ◽

Lim Kian Guan ◽

Zhonghui Zhao

Keyword(s):

Empirical Study ◽

Collateralized Debt Obligation ◽

Collateralized Debt ◽

Debt Obligation

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Econometrics and Risk Management - Advances in EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Emerald (MCB UP )

Advances in econometrics

Fast solution of the Gaussian copula model

Copyright page

Credit risk dependence modeling with dynamic copula: An application to CDO tranches

The skewed t

Econometrics and risk management

List of contributors

Jump diffusion in credit barrier modeling: a partial integro-differential equation approach

Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss

An empirical study of pricing and hedging collateralized debt obligation (CDO)

Econometrics and Risk Management - Advances in Econometrics
Latest Publications