Oxford handbook of credit derivatives, the
Éditeur :
Oxford University Press
ISBN :
9780199546787
Date de publication :
27 janv. 2011
Dimensions :
24,6 x 17,1 cm
Poids :
1370 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.