|||"This text introduces into the use of Levy processes in credit risk modeling. After a general overview of credit risk and standard credit derivatives, the authors provide a short introduction into Levy processes in general. This material is then used to study
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 Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs).
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[PDF.st87] Levy Processes in Credit Risk (The Wiley Finance Series) Rating: 4.59 (742 Votes)
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You can specify the type of files you want, for your gadget.Levy Processes in Credit Risk (The Wiley Finance Series) | Wim Schoutens, Jessica Cariboni. I really enjoyed this book and have already told so many people about it!
