Levy Processes In Credit Risk
language: english
Publisher:
JOHN WILEY & SONS INC, July of 2009 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780470743065 |
| Publisher: | JOHN WILEY & SONS INC |
| Release Date: | July of 2009 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 200 |
| Format: | Book |
| Collection: | The Wiley Finance Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9780470743065 |
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