Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms

With the recent development of non-standard credit derivatives, it has become increasingly important to develop pricing models for these illiquid products which are consistent with the pricing models and the market quotes of related liquid instruments. Svenja Hager aims at pricing non-standard i...

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Bibliographic Details
Main Author: Hager, Svenja
Format: Book
Language:English
Published: Springer 2017
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/25769
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Institution: Vietnam National University, Hanoi
Language: English