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1、Wagner/CreditRisk:Models,Derivatives,andManagementC9942_C000FinalProofpagei21.4.20086:55pmCompositorName:BManiCreditRiskModels,Derivatives,andManagementWagner/CreditRisk:Models,Derivatives,andManagementC9942_C000FinalProofpageii21.4.20086:55pmCompositorName:B
2、ManiCHAPMAN&HALL/CRCFinancialMathematicsSeriesAimsandscope:Thefieldoffinancialmathematicsformsanever-expandingsliceofthefinancialsector.Thisseriesaimstocapturenewdevelopmentsandsummarizewhatisknownoverthewholespectrumofthisfield.Itwillincludeabroadrangeoftext
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4、alResearchofBusinessEngineeringJudgeBusinessSchoolUniversityofMarylandColumbiaUniversityUniversityofCambridgeNewYorkPublishedTitlesAmerican-StyleDerivatives;ValuationandComputation,JeromeDetempleCreditRisk:Models,Derivatives,andManagement,NiklasWagnerEngineer
5、ingBGM,AlanBraceFinancialModellingwithJumpProcesses,RamaContandPeterTankovAnIntroductiontoCreditRiskModeling,ChristianBluhm,LudgerOverbeck,and ChristophWagnerIntroductiontoStochasticCalculusAppliedtoFinance,SecondEdition,DamienLamberton andBernardLapeyreNumer
6、icalMethodsforFinance,JohnA.D.Appleby,DavidC.Edelman,andJohnJ.H.MillerPortfolioOptimizationandPerformanceAnalysis,Jean-LucPrigentRobustLiborModellingandPricingofDerivativeProducts,JohnSchoenmakersStructuredCreditPortfolioAnalysis,Baskets&CDOs,ChristianBluhman
7、d LudgerOverbeckUnderstandingRisk:TheTheoryandPracticeofFinancialRiskManagement,DavidMurphyProposalsfortheseriesshouldbesubmittedtooneoftheserieseditorsaboveordirectlyto:CRCPress,TaylorandFrancisGroupAlbertHouse,4thfloor1-4SingerStreetLondonEC2A4BQUKWagner/Cr
8、editRisk:Models,Derivatives,andManagementC9942_C000FinalProofpageiii21.4.20086:55pmCompositorName:BManiCHAPMAN&HALL/CRCFINANCIALMATHEMATICSSERIESCreditRiskModels,Derivatives,andManagement
