The Oxford handbook of credit derivatives

ed. by Alexander Lipton ...

This handbook 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.

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Alternative title:	Credit derivatives
Year of publication:	2011 ; 1. paperback ed.
Other Persons:	Lipton, Alexander (ed.)
Publisher:	Oxford : Oxford Univ. Press
Subject:	Derivat \| Derivative \| Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Kreditderivat
Published items:	18 hits in ECONIS - Online Catalogue of the ZBW

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Extent:	1 Online-REssource (xxxvi, 677 Seiten) graph. Darst.
Series:	Oxford handbooks in finance
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Handbuch ; Handbook
Language:	English
ISBN:	978-0-19-174358-0 ; 978-0-19-954678-7
Other identifiers:	10.1093/oxfordhb/9780199546787.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012669771