Modelling single-name and multi-name credit derivatives /

Modelling Single-name and Multi-name Credit Derivatives" presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modeling and a reference for those who are already pra...

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Bibliographic Details

Main Author:	O'Kane, Dominic
Format:	eBook
Language:	English
Published:	Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, ©2008.
Series:	Wiley finance series.
Subjects:	Credit derivatives.
Online Access:	Connect to the full text of this electronic book