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  • LEVY PROCESSES IN CREDIT RISK
    ebook
    LEVY PROCESSES IN CREDIT RISK
    WIM SCHOUTENS / JESSICA CARIBONI
    This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligation...

    $1,777.00

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