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Levy Processes in Credit Risk
Jessica Cariboni , Wim Schoutens
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized...

Editeur : Wiley
Parution : 2010-06-15
Collection : The Wiley Finance Series
ePub

95,37 €