The Oxford Handbook of Credit Derivatives
| Author | : Alexander Lipton |
| Publisher | : Oxford University Press |
| Total Pages | : 704 |
| Release | : 2011-01-27 |
| ISBN-10 | : 9780199546787 |
| ISBN-13 | : 0199546789 |
| Rating | : 4/5 (789 Downloads) |
Book Synopsis The Oxford Handbook of Credit Derivatives by : Alexander Lipton
Download or read book The Oxford Handbook of Credit Derivatives written by Alexander Lipton and published by Oxford University Press. This book was released on 2011-01-27 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
