Opening book details…
Can I read Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms on EtoBox?
Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms by Svenja Hager (auth.) is a business book available to read on EtoBox.
What is Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms about?
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in the standard market model, the author focuses on the use of heterogeneous correlation structures.
Who reads Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Svenja Hager (auth.)
- Publisher
- Betriebswirtschaftlicher Verlag Dr. Th. Gabler / GWV Fachverlage GmbH
- Published
- 2008
- Language
- EN
- ISBN
- 9783834909152
- Category
- business
- Subjects
- Finance, Business, Economics
- Updated
- 2026-03-25
Other editions & translations
More by Svenja Hager (auth.)
Browse all works by Svenja Hager (auth.)
Similar books
- Credit Derivatives: CDOs and Structured Credit Products (Wiley Finance) — Satyajit Das (2005)
- Credit Derivatives Pricing Models : Models, Pricing, and Implementation — Philipp J. Schönbucher (2003)
- Credit Derivatives and Structured Credit Trading, Revised Edition — Vinod Kothari(auth.) (2008)
- The Handbook of Credit Derivatives — Francis, Jack Clark; Frost, Joyce A.; Whittaker, J. Gregg (1999)
- Credit Portfolio Management — Charles Smithson
- Credit Derivatives : Trading, Investing, and Risk Management — Geoff Chaplin (2010)
