Tapiero, Charles S.

Risk finance and asset pricing: value, measurements, and markets - New Jersey John Wiley & Sons 2010 - 456 p.

Contiene: 1. Risk, finance, corporate management, and society.- 2. Applied finance.- 3. Risk masurement and volatility.- 4. Risk finance modeling and dependence.- 5. Risk, value, and financial prices.- 6. Applied utility finance.- 7. Derivative finance and complete markets.- 8. Options applied.- 9. Credit scoring and the price of credit risk.- 10. Mukti-name and structured credit risk portfolios.- 11. Engineered implied volatility and implied risk-neutral distributions.

978-0-470-54946-9


Gestión de riesgos financieros

Finanzas Ingeniería financiera Inversiones Modelos matemáticos

HG/176.7/T37/2010