The Oxford handbook of credit derivatives
The Oxford handbook of credit derivatives [electronic resource] /
Credit derivatives
edited by Alexander Lipton and Andrew Rennie.
- Oxford : Oxford University Press, 2011.
- 1 online resource (xxvi, 677 p.) : ill.
- Oxford handbooks in finance .
- Oxford handbooks in finance. .
Includes bibliographical references and index.
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 securitisation.
9780191743580 (ebook) : No price
Credit derivatives--Mathematical models.
HG6024.A3 / O94 2011
332.6457015118
Includes bibliographical references and index.
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 securitisation.
9780191743580 (ebook) : No price
Credit derivatives--Mathematical models.
HG6024.A3 / O94 2011
332.6457015118
