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language: english
Publisher: JOHN WILEY & SONS INC, July of 2009 ‧
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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.

Levy Processes In Credit Risk

by Wim (Katholieke University Leuven, Belgium) Schoutens e Jessica Cariboni

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