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Levy Processes in Credit Risk

Cariboni, Jessica Schoutens, Wim

The Wiley Finance Series

|

Innbundet

I salg

Leveringstid: 7-30 dager

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Omtale

Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.

  • Utgivelsesdato:

    24.07.2009

  • ISBN/Varenr:

    9780470743065

  • Språk:

    , Engelsk

  • Forlag:

    John Wiley & Sons Inc

  • Fagtema:

    Økonomi, finans, næringsliv og ledelse

  • Litteraturtype:

    Faglitteratur

  • Sider:

    200

  • Høyde:

    23.8 cm

  • Bredde:

    16.2 cm

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