The Oxford handbook of credit derivatives
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 secu...
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| Format: | eBook |
| Language: | English |
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Oxford
Oxford University Press
2011, 2011
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| Series: | Oxford handbooks in finance / Oxford handbooks in finance
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| Collection: | Oxford Handbook Online - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index