Hakutulokset: Kirjoja kirjailijalta Wim Schoutens
yhteensä 24 hakutulosta
Contingent Convertible (CoCo) Notes
A CoCo stands for a bond that will be converted into equity as soon as the bank gets into a life threatening situation. As soon as the solvency of the bank drops below acceptable …
Quantitative Assessment of Securitisation Deals
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed …
Levy Processes in Credit Risk
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit …
Applied Conic Finance
This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and …
Stochastic Processes and Orthogonal Polynomials
Lévy Processes in Finance
Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy processes has also seen many …
Financial Risk Management for Cryptocurrencies
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an …
Exotic Option Pricing and Advanced L vy Models
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical …
Exotic Option Pricing and Advanced Lévy Models
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical …
Handbook of Convertible Bonds
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features …
Risk Management of Contingent Convertible (CoCo) Bonds
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon …
Applied Conic Finance
This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and …