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About Levy Processes in Credit Risk

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.

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  • Language:
  • English
  • ISBN:
  • 9780470743065
  • Binding:
  • Hardback
  • Pages:
  • 200
  • Published:
  • July 23, 2009
  • Dimensions:
  • 162x238x20 mm.
  • Weight:
  • 432 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Levy Processes in Credit Risk

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.

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