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Oxford Handbook of Credit Derivatives

Language EnglishEnglish
Book Hardback
Book Oxford Handbook of Credit Derivatives Alexander Lipton
Libristo code: 01375624
Publishers Oxford University Press, January 2011
Provides a timely discussion of the mathematical modelling that underpins both credit derivatives an... Full description
? points 517 b
5 170 Kč
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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.

About the book

Full name Oxford Handbook of Credit Derivatives
Author Alexander Lipton, Andrew Rennie
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 704
EAN 9780199546787
ISBN 0199546789
Libristo code 01375624
Publishers Oxford University Press
Weight 1358
Dimensions 180 x 250 x 45

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Finance & accounting > Finance > Credit & credit institutions
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
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