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Levy Processes in Credit Risk
Engelsk
Bogcover for Levy Processes in Credit Risk af Wim Schoutens, Jessica Cariboni, 9780470743065
Specifikationer
Sprog:
Engelsk
Sider:
200
ISBN-13:
9780470743065
Indbinding:
Hardback
ISBN-10:
0470743069
Udg. Dato:
24 jul 2009
Størrelse i cm:
23,8 x 16,2 x 2,0
Oplagsdato:
24 jul 2009

Levy Processes in Credit Risk

Engelsk
Hardback 2009
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
200
ISBN-13:
9780470743065
Indbinding:
Hardback
ISBN-10:
0470743069
Udg. Dato:
24 jul 2009
Størrelse i cm:
23,8 x 16,2 x 2,0
Oplagsdato:
24 jul 2009
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