Modelling Single-name and Multi-name Credit Derivatives

Dominic O'Kane

John Wiley & Sons Inc, 2008

127,25 €On orderDelivery: 2-3 weeks

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.

ISBN-13
9780470519288
ISBN-10
0470519282
Publisher
John Wiley & Sons Inc
Year
2008
Publication date
2008-07-04
Pages
512
Dimensions
251x174x34
Weight
1008