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The Oxford Handbook of Credit Derivatives - Oxford Handbooks Alexander; R Lipton
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The Oxford Handbook of Credit Derivatives - Oxford Handbooks
Alexander; R Lipton
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.
704 pages, 134 Figures, 29 Tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 1, 2013 |
| ISBN13 | 9780199669486 |
| Publishers | Oxford University Press |
| Pages | 704 |
| Dimensions | 171 × 246 × 40 mm · 1.16 kg |
| Language | English |
| Editor | Lipton, Alexander (Managing Director, Co-Head of the Quantitative Group, Bank of America Merrill Lynch, London and Visiting Professor of Mathematics, Imperial College, London, UK) |
| Editor | Rennie, Andrew (Consulting Partner, Apollinax LLP, London, UK) |
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