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Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management

By Colin Turfus
Hardcover
$85.00
By Colin Turfus
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Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume

Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new approach to pricing credit-contingent financial instruments. Author and experienced financial engineer Dr. Colin Turfus has created an approach that allows model validators to perform rapid benchmarking of risk and prici...

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