Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

recovery rates; beta regression; credit risk; contingent convertible debt; financial modelling; risk management; financial crisis; recovery rate; loss given default; model ambiguity; default time; no-arbitrage; reduced-form HJM models; recovery process; Counterparty Credit Risk; Hidden Markov Model; Risk Factor Evolution; Backtesting; FX rate; Geometric Brownian Motion; trade credit; small and micro-enterprises; financial non-financial variables; risk assessment; logistic regression; probability of default; wrong-way risk; dependence; urn model; counterparty risk; credit valuation adjustment (CVA); XVA (X-valuation adjustments) compression; genetic algorithm; n/a