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Hardcover Oxford Handbook of Credit Derivatives Book
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ISBN: 0199546789

ISBN13: 9780199546787

Oxford Handbook of Credit Derivatives

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Format: Hardcover

Condition: New

$195.00
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Book Overview

From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and...

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Business Business & Investing Economics

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