Levy Processes in Credit Risk (The Wiley Finance Series)

by WimSchoutens (Author), JessicaCariboni (Author)

New
Hardcover
2009
$98.61

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.

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.

$98.61

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2 in stock

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Format: Hardcover
Pages: 200
Publisher: John Wiley & Sons
Published: 24 Jul 2009
ISBN 10: 0470743069
ISBN 13: 9780470743065

Levy Processes in Credit Risk (The Wiley Finance Series)

New

$98.61

Synopsis

$98.61

More Information