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Lévy processes in credit risk /

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Bibliographic Details
Main Author: Schoutens, Wim
Other Authors: Cariboni, Jessica
Format: Book
Language:English
Published: Chichester, U.K. : John Wiley & Sons, [2009]
Series:Wiley finance series.
Subjects:
Credit > Management > Mathematical models.
Risk management > Mathematical models.
Lévy processes.
Description
Physical Description:ix, 185 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780470743065 (cloth)
0470743069 (cloth)