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 securitisation.

שנה

2011

שפה

English

סדרה

Oxford handbooks in finance

הוצאה

Oxford University Press

מהדורות

4

עמודים

677

ISBN

9780199546787

מקור הנתונים: Wikidata