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The Oxford handbook of credit derivatives / edited by Alexander Lipton and Andrew Rennie.
Connect to full text Available online
View online- Format:
- Book
- Series:
- Oxford handbooks in economics and finance.
- Oxford handbooks in finance
- Oxford handbooks online
- Language:
- English
- Subjects (All):
- Credit derivatives--Mathematical models.
- Credit derivatives.
- Mathematical models.
- Physical Description:
- 1 online resource (xxvi, 677 pages) : illustrations.
- Other Title:
- Credit derivatives
- Place of Publication:
- Oxford : Oxford University Press, 2011.
- System Details:
- text file
- Summary:
- 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.
- Notes:
- Description based on print version record.
- Includes bibliographical references and index.
- Other Format:
- Print version
- ISBN:
- 9780191743580
- Access Restriction:
- Restricted for use by site license.
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