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Levy processes in credit risk [[electronic resource] /] / Wim Schoutens and Jessica Cariboni
| Levy processes in credit risk [[electronic resource] /] / Wim Schoutens and Jessica Cariboni |
| Autore | Schoutens Wim |
| Pubbl/distr/stampa | [Hoboken, NJ], : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina |
332.7
658.88015195 |
| Altri autori (Persone) | CariboniJessica |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Credit - Management - Mathematical models
Risk management - Mathematical models Lévy processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-68506-9
1-119-20652-9 1-282-29172-6 9786612291722 0-470-74903-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | L ́evy Processes in Credit Risk; Contents; Preface; Acknowledgements; PART I: INTRODUCTION; 1 An Introduction to Credit Risk; 2 An Introduction to L ́evy Processes; PART II: SINGLE-NAME MODELLING; 3 Single-Name Credit Derivatives; 4 Firm-Value L ́evy Models; 5 Intensity L ́evy Models; PART III: MULTIVARIATE MODELLING; 6 Multivariate Credit Products; 7 Collateralized Debt Obligations; 8 Multivariate Index Modelling; PART IV: EXOTIC STRUCTURED CREDIT RISK PRODUCTS; 9 Credit CPPIs and CPDOs; 10 Asset-Backed Securities; Bibliography; Index |
| Record Nr. | UNINA-9910139929003321 |
Schoutens Wim
|
||
| [Hoboken, NJ], : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Levy processes in credit risk [[electronic resource] /] / Wim Schoutens and Jessica Cariboni
| Levy processes in credit risk [[electronic resource] /] / Wim Schoutens and Jessica Cariboni |
| Autore | Schoutens Wim |
| Pubbl/distr/stampa | [Hoboken, NJ], : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina |
332.7
658.88015195 |
| Altri autori (Persone) | CariboniJessica |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Credit - Management - Mathematical models
Risk management - Mathematical models Lévy processes |
| ISBN |
0-470-68506-9
1-119-20652-9 1-282-29172-6 9786612291722 0-470-74903-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | L ́evy Processes in Credit Risk; Contents; Preface; Acknowledgements; PART I: INTRODUCTION; 1 An Introduction to Credit Risk; 2 An Introduction to L ́evy Processes; PART II: SINGLE-NAME MODELLING; 3 Single-Name Credit Derivatives; 4 Firm-Value L ́evy Models; 5 Intensity L ́evy Models; PART III: MULTIVARIATE MODELLING; 6 Multivariate Credit Products; 7 Collateralized Debt Obligations; 8 Multivariate Index Modelling; PART IV: EXOTIC STRUCTURED CREDIT RISK PRODUCTS; 9 Credit CPPIs and CPDOs; 10 Asset-Backed Securities; Bibliography; Index |
| Record Nr. | UNINA-9910830832003321 |
|
Schoutens Wim
|
||
| [Hoboken, NJ], : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Levy processes in credit risk / / Wim Schoutens and Jessica Cariboni
| Levy processes in credit risk / / Wim Schoutens and Jessica Cariboni |
| Autore | Schoutens Wim |
| Pubbl/distr/stampa | [Hoboken, NJ], : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina | 658.8/8015195 |
| Altri autori (Persone) | CariboniJessica |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Credit - Management - Mathematical models
Risk management - Mathematical models Levy processes |
| ISBN |
0-470-68506-9
1-119-20652-9 1-282-29172-6 9786612291722 0-470-74903-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | L ́evy Processes in Credit Risk; Contents; Preface; Acknowledgements; PART I: INTRODUCTION; 1 An Introduction to Credit Risk; 2 An Introduction to L ́evy Processes; PART II: SINGLE-NAME MODELLING; 3 Single-Name Credit Derivatives; 4 Firm-Value L ́evy Models; 5 Intensity L ́evy Models; PART III: MULTIVARIATE MODELLING; 6 Multivariate Credit Products; 7 Collateralized Debt Obligations; 8 Multivariate Index Modelling; PART IV: EXOTIC STRUCTURED CREDIT RISK PRODUCTS; 9 Credit CPPIs and CPDOs; 10 Asset-Backed Securities; Bibliography; Index |
| Record Nr. | UNINA-9910877879103321 |
|
Schoutens Wim
|
||
| [Hoboken, NJ], : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||