Quantitative risk estimation in the credit default swap market using extreme value theory :: Kitty Moloney :: Department of Economics, National University of Ireland, Galway 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Quantitative risk estimation in the credit default swap market using extreme value theory
Author Kitty Moloney
Contributors S. Raghavendra, S. Raghavendra
Publisher Department of Economics, National University of Ireland, Galway
Publication date 2010
Publication location Galway
Language English

Descriptive Notes

Author's surname misspelt on t.p.

Topics

Credit derivatives :: Mathematical models
Extreme value theory
Risk assessment

Catalogue Data

OBNB ID GBB069488
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.645

ISBD

P1053 35 p.
P1042 Includes bibliographical references.

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Quantitative risk estimation in the credit default swap market using extreme value theory by Kitty Moloney. Published by Department of Economics, National University of Ireland, Galway in 2010. Publication and catalogue information, links to buy online and reader comments.