Levy Processes in Credit Risk
Jessica Cariboni, Wim (Katholieke University Leuven, Belgium) Schoutens
John Wiley & Sons Inc, 2009
121,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780470743065
- ISBN-10
- 0470743069
- Publisher
- John Wiley & Sons Inc
- Year
- 2009
- Publication date
- 2009-07-24
- Pages
- 200
- Dimensions
- 238x162x20
- Weight
- 432