From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling ana

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling ana

The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number

A definitive reference to the theory and practice of pricing across industries, environments, and methodologies. It covers all major areas of pricing including,

This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in