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Books
Credit Risk
The authors present alternative approaches to credit risk modelling with the empirical properties of credit-related time series such as defaults, recoveries,... »
The authors present alternative approaches to credit risk modelling with the empirical properties of credit-related time series such as defaults, recoveries,... »
Empirical Dynamic Asset Pricing
Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econom... »
Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econom... »
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