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The Oxford Handbook of Credit Derivatives

By: UK) Lipton London Imperial College London and Visiting Professor of Mathematics Bank of America Merrill Lynch Co-Head of the Quantitative Group Alexander (Managing Director (Author) , UK) Rennie London Apollinax LLP Andrew (Consulting Partner (Author)

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Ksh 32,750.00

Format: Hardback or Cased Book

ISBN-13: 9780199546787

Publisher: Oxford University Press

Publication Date: Jan 27th, 2011

Weight: 1358 grams

Dimension: 25.00 x 18.00 x 4.50 cms

Category: FINANCE & ACCOUNTING

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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.

Get The Oxford Handbook of Credit Derivatives by Alexander (Managing Director, Co-Head of the Quantitative Group, Bank of America Merrill Lynch, London and Visiting Professor of Mathematics, Imperial College, London, UK) Lipton at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Oxford University Press and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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