Encyclopedia of Quantitative Finance
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Published By John Wiley & Sons, Ltd

9780470057568, 9780470061602
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Oil Market

2010 ◽  
Author(s):  
Giovanni Barone-Adesi ◽  
Corinne Cattani
Keyword(s):  
Oil Market

Collateralized Debt Obligations (CDO)

2010 ◽  
Author(s):  
Richard Bruyere ◽  
Christophe Jaeck
Keyword(s):  
Collateralized Debt Obligations ◽  
Collateralized Debt

Adverse Selection

2010 ◽  
Author(s):  
Christine A. Parlour ◽  
Uday Rajan
Keyword(s):  
Adverse Selection

Equity Default Swaps

2010 ◽  
Author(s):  
Oliver Chen

Exposure to Default and Loss Given Default

2010 ◽  
Author(s):  
Andrea Resti
Keyword(s):  
Loss Given Default

Volatility Swaps

2010 ◽  
Author(s):  
Yong Ren

Forward and Swap Measures

2010 ◽  
Author(s):  
Farshid Jamshidian

Backtesting

2010 ◽  
Author(s):  
Peter Christoffersen

Quadratic Gaussian Models

2010 ◽  
Author(s):  
Philippe Durand
Keyword(s):  
Gaussian Models

Credit Scoring

2010 ◽  
Author(s):  
Gabriele Sabato
Keyword(s):  
Credit Scoring
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