EBOOK Oxford Handbook of Credit Derivatives -

EBOOK Oxford Handbook of Credit Derivatives

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Wydawnictwo: Oxford University Press
ISBN: 9780191648250
EAN: 2904342CEB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: 704
Data wydania: 2011
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Provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation.

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