Sökt på: Böcker av Wim Schoutens
totalt 22 träffar
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 …
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 …
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 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 …
Nonlinear Valuation and Non-Gaussian Risks in Finance
What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have …
Handbook of Hybrid Securities
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income …
Levy Processes in Credit Risk
This book is an introductory guide to using L vy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit …