Perturbation Methods in Credit Derivatives
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20

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Published By Wiley

9781119609612, 9781119610168

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Rates‐Credit‐FX Hybrid Modelling

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch12 ◽

2020 ◽

pp. 146-162

Keyword(s):

Hybrid Modelling

Index

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.index ◽

2020 ◽

pp. 229-233

Multi‐Currency Modelling

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch11 ◽

2020 ◽

pp. 137-145

Scenario Generation

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch15 ◽

2020 ◽

pp. 187-202

Keyword(s):

Scenario Generation

Rates‐Credit Hybrid Modelling

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch8 ◽

2020 ◽

pp. 92-115

Keyword(s):

Hybrid Modelling

Risk‐Free Rates

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch13 ◽

2020 ◽

pp. 163-177

Bibliography

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.biblio ◽

2020 ◽

pp. 222-227

Rates‐Equity Hybrid Modelling

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch7 ◽

2020 ◽

pp. 86-91

Keyword(s):

Hybrid Modelling

Model Risk Management Strategies

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch16 ◽

2020 ◽

pp. 203-212

Keyword(s):

Risk Management ◽

Management Strategies ◽

Model Risk ◽

Risk Management Strategies

Credit‐FX Hybrid Modelling

Perturbation Methods in Credit Derivatives ◽

10.1002/9781119610168.ch10 ◽

2020 ◽

pp. 127-136

Keyword(s):

Hybrid Modelling