Levy Processes in Credit Risk
Book Details
Format
Hardback or Cased Book
Book Series
The Wiley Finance Series
ISBN-10
0470743069
ISBN-13
9780470743065
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 24th, 2009
Print length
200 Pages
Weight
432 grams
Dimensions
23.80 x 16.20 x 2.00 cms
Product Classification:
Credit & credit institutionsStochastics
AI Summary
Ksh 15,100.00
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Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.
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