TY  - BOOK
AU  - Lipton,Alexander
AU  - Rennie,Andrew
TI  - The Oxford handbook of credit derivatives
T2  - Oxford handbooks in finance
SN  - 9780191743580 (ebook) :
AV  - HG6024.A3 O94 2011
U1  - 332.6457015118 23
PY  - 2011///
CY  - Oxford
PB  - Oxford University Press
KW  - Credit derivatives
KW  - Mathematical models
N1  - Includes bibliographical references and index
N2  - This handbook 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
UR  - http://dx.doi.org/10.1093/oxfordhb/9780199546787.001.0001
ER  -