Schoutens Wim, Cariboni Jessica:
Levy Processes In Credit Risk
John Wiley And Sons Ltd (United Kingdom), 2009
Hardback, 200 pages
Size: 233x162 mm
ISBN: 9780470743065
ISBN-10: 0470743069
List price: £70.00
You save: 30%
Levy Processes In Credit Risk
A guide to using Levy processes for credit risk modeling. It covers various types of credit derivatives, from the single-name vanilla derivatives to complex structured credit risk products. It uses real market data to analyze and illustrate derivative structures and also covers the underpinnings of Levy processes in credit risk modeling.

