| 000 | 01491nam a2200325 a 4500 | ||
|---|---|---|---|
| 001 | EDZ0000091938 | ||
| 003 | StDuBDS | ||
| 005 | 20240216142726.0 | ||
| 006 | m||||||||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 120704s2011 enka fo| 001|0 eng|d | ||
| 020 |
_a9780191743580 (ebook) : _cNo price |
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| 040 |
_aStDuBDS _cStDuBDS _epn |
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| 050 | 0 |
_aHG6024.A3 _bO94 2011 |
|
| 082 | 0 | 4 |
_a332.6457015118 _223 |
| 245 | 0 | 4 |
_aThe Oxford handbook of credit derivatives _h[electronic resource] / _cedited by Alexander Lipton and Andrew Rennie. |
| 246 | 3 | 0 | _aCredit derivatives |
| 260 |
_aOxford : _bOxford University Press, _c2011. |
||
| 300 |
_a1 online resource (xxvi, 677 p.) : _bill. |
||
| 490 | 1 | _aOxford handbooks in finance | |
| 520 | 8 | _aThis 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. | |
| 588 | _aDescription based on print version record. | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 650 | 0 |
_aCredit derivatives _xMathematical models. |
|
| 700 | 1 | _aLipton, Alexander. | |
| 700 | 1 |
_aRennie, Andrew, _d1968- |
|
| 776 | 0 | 8 |
_iPrint version _z9780199546787 |
| 830 | 0 | _aOxford handbooks in finance. | |
| 856 | 4 | 0 |
_3Oxford handbooks online _uhttp://dx.doi.org/10.1093/oxfordhb/9780199546787.001.0001 |
| 999 |
_c7510 _d7510 |
||