Credit Risk: Modeling, Valuation and Hedging (Springer Finance) ebooks

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Introduction to Credit Risk - Home - Springer ~ Abstract. A default risk is a possibility that a counterparty in a financial contract will not fulfill a contractual commitment to meet her/his obligations stated in the contract. If this actually happens, we say that the party defaults, or that the default event occurs. More generally, by a credit risk we mean the risk associated with any kind of credit-linked events, such as: changes in the .

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Derivatives - Theory and Practice of Trading, Valuation ~ This book helps students and quantitative finance practitioners understand the valuation and modeling of derivatives (financial and commodity), their institutional framework, and their risk management. It provides an overview of regulatory requirements and stochastic volatility estimation methods.

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