Lévy processes in credit risk /
An introductory guide to using Levy processes for credit risk modeling. This introductory guide to Levy processes covers all types of credit derivatives, from the single-name vanilla derivatives to more complex structured credit risk products. It refines credit risk modeling with jump processes, a v...
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| Format: | eBook |
| Language: | English |
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Chichester, UK :
Wiley,
©2009.
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| Online Access: | Connect to the full text of this electronic book |
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