i****m
发帖数: 15 | 1 Many models are being developed in recent years. Is there a good book to
cover the most up-to-date credit derivative modelling topics? Especially
for correlated defaults, calibration, CDO, synthetic CDO, credit risk/market
risk modelling, etc.
Thanks | IJ
发帖数: 494 | 2 1.Credit Derivatives Pricing Models: Model, Pricing and Implementation -
Philipp J. Sch?nbucher
2.An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial
Mathematics Series) - Christian Bluhm
3.Credit Risk Modelling: The Cutting-edge Collection - Technical Papers
published in Risk 1999-2003
4. Cutting-edge papers on recent Risk Maganize
market
【在 i****m 的大作中提到】
: Many models are being developed in recent years. Is there a good book to
: cover the most up-to-date credit derivative modelling topics? Especially
: for correlated defaults, calibration, CDO, synthetic CDO, credit risk/market
: risk modelling, etc.
: Thanks
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