All ebooks by Jessica Cariboni in EPUB
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All ebooks by Jessica Cariboni in EPUB


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Download this eBook Levy Processes in Credit Risk
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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...

Publication date: 2010-06-15
Format: ePub
Publisher: Wiley
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£84,40

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