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Levy Processes in Credit Risk

By: Belgium) Schoutens Wim (Katholieke University Leuven (Author) , Jessica Cariboni (Author)

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Ksh 18,500.00

Format: Hardback or Cased Book

ISBN-13: 9780470743065

Publisher: John Wiley & Sons Inc

Publication Date: Jul 24th, 2009

Weight: 432 grams

Dimension: 23.80 x 16.20 x 2.00 cms

Category: Credit & credit institutions

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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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