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The Oxford Handbook of Credit Derivatives (Oxford Handbooks in Finance)
The Oxford Handbook of Credit Derivatives - Oxford Handbooks in Finance
Author: Alexander Lipton, Andrew Rennie
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of defau...  more »
ISBN-13: 9780199669486
ISBN-10: 0199669481
Publication Date: 3/15/2013
Pages: 704
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Publisher: Oxford University Press, USA
Book Type: Hardcover
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