Bemærk: Kan ikke leveres før jul.
Forventes på lager: 24-07-2009
Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.
| Forlag | John Wiley & Sons Inc |
| Forfattere | Wim (Katholieke University Leuven Schoutens, Jessica Cariboni |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 24-07-2009 |
| Første udgivelsesår | 2009 |
| Serie | The Wiley Finance Series |
| Originalsprog | United States |
| Sideantal | 200 |
| Indbinding | Hardback |
| Forlag | John Wiley & Sons Inc |
| Sideoplysninger | 200 pages |
| Mål | 238 x 162 x 20 |
| ISBN-13 / EAN-13 | 9780470743065 |