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Biblioteca

MARC Lista (tabellare)
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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-9910841343603321
Schoutens Wim  
[Hoboken, NJ], : John Wiley & Sons, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lévy processes in finance : pricing financial derivatives
Lévy processes in finance : pricing financial derivatives
Autore Schoutens Wim
Edizione [1st ed.]
Pubbl/distr/stampa [Place of publication not identified], : J Wiley, 2003
Descrizione fisica 1 online resource (189 pages)
Disciplina 332.63/2
Collana Wiley series in probability and statistics Lâevy processes in finance
Soggetto topico Derivative securities - Mathematical models - Prices
Lévy processes
Investment & Speculation
Finance
Business & Economics
ISBN 1-280-55615-3
9786610556151
0-470-87023-0
0-470-86450-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910144723603321
Schoutens Wim  
[Place of publication not identified], : J Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lévy processes in finance : pricing financial derivatives
Lévy processes in finance : pricing financial derivatives
Autore Schoutens Wim
Edizione [1st ed.]
Pubbl/distr/stampa [Place of publication not identified], : J Wiley, 2003
Descrizione fisica 1 online resource (189 pages)
Disciplina 332.63/2
Collana Wiley series in probability and statistics Lâevy processes in finance
Soggetto topico Derivative securities - Mathematical models - Prices
Lévy processes
Investment & Speculation
Finance
Business & Economics
ISBN 1-280-55615-3
9786610556151
0-470-87023-0
0-470-86450-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996216285403316
Schoutens Wim  
[Place of publication not identified], : J Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Lévy processes in finance : pricing financial derivatives
Lévy processes in finance : pricing financial derivatives
Autore Schoutens Wim
Edizione [1st ed.]
Pubbl/distr/stampa [Place of publication not identified], : J Wiley, 2003
Descrizione fisica 1 online resource (189 pages)
Disciplina 332.63/2
Collana Wiley series in probability and statistics Lâevy processes in finance
Soggetto topico Derivative securities - Mathematical models - Prices
Lévy processes
Investment & Speculation
Finance
Business & Economics
ISBN 1-280-55615-3
9786610556151
0-470-87023-0
0-470-86450-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910829990003321
Schoutens Wim  
[Place of publication not identified], : J Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lévy processes in finance : pricing financial derivatives
Lévy processes in finance : pricing financial derivatives
Autore Schoutens Wim
Edizione [1st ed.]
Pubbl/distr/stampa [Place of publication not identified], : J Wiley, 2003
Descrizione fisica 1 online resource (189 pages)
Disciplina 332.63/2
Collana Wiley series in probability and statistics Lâevy processes in finance
Soggetto topico Derivative securities - Mathematical models - Prices
Lévy processes
Investment & Speculation
Finance
Business & Economics
ISBN 1-280-55615-3
9786610556151
0-470-87023-0
0-470-86450-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910840569503321
Schoutens Wim  
[Place of publication not identified], : J Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui