This volume covers the topic of mathematical approaches for modeling structured products that are credit-linked to an underlying portfolio of credit-risky instruments. The authors do not present all t
Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concept
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third
