Chapman And Hall

Published titles in this catalogue:

An Introduction to Credit Risk Modeling

Christian Bluhm et al. · 2016 · Chapman And Hall

This comprehensive text provides a detailed exploration of credit risk modelling, focusing on the quantitative methods and techniques used in the assessment and management of credit risk. It is particularly relevant for professionals involved in derivatives and credit markets.

Derivatives
Credit

Classic

Stochastic Volatility Modeling

Jean-Pierre Fouque et al. · 2000 · Chapman And Hall

Stochastic Volatility Modeling provides a comprehensive framework for understanding and applying stochastic volatility models in quantitative finance. The book covers essential mathematical tools and methodologies for pricing derivatives and managing risk in financial markets.

Derivatives
Quantitative finance