Modelling single-name and multi-name credit derivatives
Auteur :
O'Kane, Dominic
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470519288
Date de publication :
4 juil. 2008
Dimensions :
25,0 x 17,4 x 3,4 cm
Poids :
1007 g
Langue :
Anglais
Pays d'origine :
USA
Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.