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The Oxford handbook of credit derivatives /
This handbook 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 secu...
| Call Number: | Libro Electrónico |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Oxford ; New York :
Oxford University Press,
2011.
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| Series: | Oxford handbooks in finance.
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| Subjects: | |
| Online Access: | Texto completo |