| 所在主题： | |
| 文件名: credit_portfolio_modeling - credit sussie1.rar | |
| 资料下载链接地址: https://bbs.pinggu.org/a-1451726.html | |
本附件包括：
|
|
| 附件大小: | |
|
Credit Portfolio Modeling Handbook Credit Sussie First Boston 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 |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载，请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品，拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知，将积极的采取必要措施；同时，本站也将在技术手段和能力范围内，履行版权保护的注意义务。 (如有侵权，欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
