1 títulos para "Lipton Alexander Rennie Andrew"

THE OXFORD HANDBOOK OF CREDIT DERIVATIVES

LIPTON, ALEXANDER/RENNIE, ANDREW

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statisti...