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The Oxford Handbook of Credit Derivatives

About The Oxford Handbook of Credit Derivatives

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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  • Language:
  • English
  • ISBN:
  • 9780199669486
  • Binding:
  • Paperback
  • Pages:
  • 704
  • Published:
  • January 16, 2013
  • Dimensions:
  • 171x246x40 mm.
  • Weight:
  • 1198 g.
Delivery: 1-2 weeks
Expected delivery: December 6, 2024

Description of The Oxford Handbook of Credit Derivatives

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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