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credit_portfolio_modeling - credit sussie1.rar
本附件包括：
Table of Contents
1
. The past, present and future of credit risk 72. The default/no-default world, and factor models
153. Risk and optionalities 27
4. Demystifying copulas 4
15. Thinking unsystematically 57
6. Characteristically elegant 65
7. Posing on the saddle: the cowboys of portfolio theory 77
8. Getting the full picture 9
19. Risk measures: how long is a risky piece of string?
1031
0. Portfolio optimization: the importance of convexity 11111
. An advanced approach to correlation 1211
2. Volatility, correlations, and the CAPM 1471
3. Contributions to VaR and CVaR 153Appendix Credit risk modeling
175
martinnyj 发表于 2013-12-7 22:27
Credit Portfolio Modeling Handbook
Credit Sussie First Boston
Table of Contents1. The past, pr ...
martinnyj 发表于 2013-12-7 22:27
Credit Portfolio Modeling Handbook
Credit Sussie First Boston
Table of Contents1. The past, pr ...
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