The book draws on current research on model risk and parameter sensitivity of securitisation rati...

It has been known for a long time that there is a close connection between stochastic processes a...

This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial i...

This book explores the emerging field of risk management and risk analysis of cryptocurrencies, a...

Explore how market valuation must abandon linearity to deliver efficient resource allocation.

An introductory guide to using Levy processes for credit risk modeling This introductory guide to...

A comprehensive introduction to the brand new theory of conic finance, offering a quantitative an...

Financial mathematics has recently enjoyed considerable interest on account of its impact on the ...

Hybrid financial securities contain properties of both debt and equity. Blending the properties o...

Since around the turn of the millennium there has been a general acceptance that one of the more ...