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Libros sobre el tema "Pricing Risk"

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Publicado: 9 de mayo de 2025

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1

Ammann, Manuel. Pricing Derivative Credit Risk. Berlin, Heidelberg: Springer Berlin Heidelberg, 1999. http://dx.doi.org/10.1007/978-3-662-22330-7.

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2

Schmid, Bernd. Credit Risk Pricing Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24716-6.

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3

Ammann, Manuel. Pricing derivative credit risk. Berlin: Springer, 1999.

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4

Tapiero, Charles S. Risk Finance and Asset Pricing. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9781118268155.

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5

Acharya, Viral V. Asset pricing with liquidity risk. Cambridge, MA: National Bureau of Economic Research, 2004.

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6

Acharya, Viral V. Asset pricing with liquidity risk. Cambridge, Mass: National Bureau of Economic Research, 2004.

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7

Dewhirst, Susan. Pricing of risk on Eurocredits. Genève: Institut universitaire de hautes études internationales, 1986.

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8

Mella-Barral, Pierre. Default risk in asset pricing. London: London School of Economics, Financial Markets Group, 1996.

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9

Lane, Morton. Catastrophe risk pricing: An empirical analysis. [Washington, D.C: World Bank, 2008.

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10

Ammann, Manuel. Pricing derivative credit risk: Manuel Ammann. New York: Springer, 1999.

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11

Tarashev, Nikola A. The pricing of portfolio credit risk. Basel, Switzerland: Bank for International Settlements, 2006.

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12

Ed, Watson. Pricing credit derivatives and credit risk. Ottawa: National Library of Canada, 2000.

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13

Chris, Strickland, ed. Energy derivatives: Pricing and risk management. London: Lacima Publications, 2000.

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14

Korajczyk, Robert A. "Equity risk premia and the pricing of foreign exchange risk". Fontainbleau: INSEAD, 1986.

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15

Korajczyk, Robert A. Equity risk premia and the pricing of foreign exchange risk. Fontainbleau: INSEAD, 1990.

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16

Friedman, Benjamin M. Time-varying risk perceptions and the pricing of risky assets. Cambridge, MA: National Bureau of Economic Research, 1988.

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17

Schmid, B. Credit risk pricing models: Theory and practice. 2a ed. Berlin: Springer, 2004.

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18

Schlösser, Anna. Pricing and Risk Management of Synthetic CDOs. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-15609-0.

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19

Jouini, E., J. Cvitanic y Marek Musiela, eds. Option Pricing, Interest Rates and Risk Management. Cambridge: Cambridge University Press, 2001. http://dx.doi.org/10.1017/cbo9780511569708.

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20

Canabarro, Eduardo. Counterparty credit risk: Measurement, pricing and hedging. London: Risk Books, 2009.

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21

Giovannetti, Bruno Cara. Essays on Asset Pricing and Downside Risk. [New York, N.Y.?]: [publisher not identified], 2011.

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22

Balduzzi, Pierluigi. Asset-pricing models and economic risk premia. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.

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23

Schmid, Bernd. Credit risk pricing models: Theory and practice. 2a ed. Berlin: Springer, 2010.

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24

1965-, Jouini E., Cvitanić J. 1962- y Musiela Marek 1950-, eds. Option pricing, interest rates and risk management. Cambridge: Cambridge University Press, 2001.

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25

1970-, Schmid Bernd, ed. Credit risk pricing models: Theory and practice. 2a ed. Berlin: Springer, 2004.

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26

Chen, Lin. Interest Rate Dynamics, Derivatives Pricing, and Risk Management. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4.

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27

Boussabaine, Abdelhalim. Risk Pricing Strategies for Public-Private Partnerships Projects. Oxford: John Wiley & Sons, 2013. http://dx.doi.org/10.1002/9781118785812.

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28

Mondher, Bellalah, Prigent Jean-Luc 1958- y Sahut Jean-Michel, eds. Risk management and value: Valuation and asset pricing. Singapore: World Scientific, 2008.

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29

Cooper, Ian. Forward contracts: Pricing, default risk and optimal use. Cambridge, Mass: Massachusetts Institute of Technology, Sloan School of Management, 1990.

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30

Cooper, Ian. Forward contracts: Pricing, default risk and optimal use. Cambridge, Mass: Massachusetts Institute of Technology, Sloan School of Management, 1990.

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31

K, Antonis Alexandridis. Weather Derivatives: Modeling and Pricing Weather-Related Risk. New York, NY: Springer New York, 2013.

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32

Rosenberger, Werner. Risk-adjusted lending conditions: An option pricing approach. Chichester: John Wiley, 2003.

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33

Univariate Credit Risk Pricing. New York: McGraw-Hill, 2010.

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34

Ammann, Manuel. Pricing Derivative Credit Risk. Springer London, Limited, 2013.

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35

Fiordelisi, Franco, Corrado Meglio, Carlo Palego, Annalissa Richetto, Artem Danko, Maurizio Vallino, Pasqualina Porretta, Lorenzo Bocchi, Carlo Toffano y Andrea Favretti. Pricing and risk adjusted measures. AIFIRM, 2021. http://dx.doi.org/10.47473/2016ppa00027.

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The issue of risk-based pricing of credit loans has become crucial for banking companies, in a context characterized by severe restriction of profitability margins also in relation to a level of market interest rates which in the Euro area is at its lowest. historical, now firmly in the negative area. The same European Authorities urge the adoption of adequate and consistent adjusted pricing frameworks with respect to the business model, risk profile and overall risk governance of the bank. The methodological and organizational process for determining the risk-adjusted pricing is further complicated by the ongoing Covid19 pandemic which, through the highly asymmetrical impacts on customer segments and industrial sectors, makes the forward-looking and macroeconomic assessment of the sectors risk even more relevant.
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36

Leasing - Risk, Pricing and Value. Emerald Publishing Limited, 2009.

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37

Tapiero, Charles S. Risk Finance and Asset Pricing. Wiley & Sons, Incorporated, John, 2010.

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38

Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation. Risk Books, 2005.

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39

Risk Pricing: Using Quantum Electrodynamics for Higher Order Risks. Harriman House Publishing, 2010.

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40

Tunaru, Radu S. Mortgage Securitization; Pricing and Risk Management. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198742920.003.0004.

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This chapter captures an overview of how real-estate risk is transferred to investors through securitization channels. A large part is dedicated to a less known financial instrument called balance guaranteed swap, which is a type of multi-period derivative contingent on cash-flows generated by a pool of mortgage loans. Emphasis is placed on the problems arising from modelling cash-flows and also revealed is the difficult task of dynamically managing the risk of the balance guaranteed swaps.
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41

Lane, Morton y Olivier Mahul. Catastrophe Risk Pricing: An Empirical Analysis. The World Bank, 2008. http://dx.doi.org/10.1596/1813-9450-4765.

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42

Risk Neutral Pricing and Financial Mathematics. Elsevier, 2015. http://dx.doi.org/10.1016/c2014-0-00295-x.

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43

Overdahl, James A. y Robert W. Kolb. Financial Derivatives: Pricing and Risk Management. Wiley & Sons, Incorporated, John, 2009.

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44

Overdahl, James A. y Robert W. Kolb. Financial Derivatives: Pricing and Risk Management. Wiley & Sons, Incorporated, John, 2009.

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45

Singleton, Kenneth J., Darrell Duffie y Kenneth J. J. Singleton. Credit Risk: Pricing, Measurement, and Management. Princeton University Press, 2012.

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46

Overdahl, James A. y Robert W. Kolb. Financial Derivatives: Pricing and Risk Management. Wiley & Sons, Limited, John, 2011.

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47

Singleton, Kenneth J. y Darrell Duffie. Credit Risk: Pricing, Measurement, and Management. Princeton University Press, 2009.

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48

BOOK, RISK. MODEL RISK, Concepts, Calibration and Pricing. Risk Books, 2000.

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49

Overdahl, James A. y Robert W. Kolb. Financial Derivatives: Pricing and Risk Management. Wiley & Sons, Incorporated, John, 2009.

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50

Friedman, Benjamin. Time-Varying Risk Perceptions and the Pricing of Risky Assets. Natl Bureau of Economic Res, 1988.

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