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Andrew Rennie, Alexander Lipton
736 pages • first pub 2011 (editions)
ISBN/UID: 9780199546787
Format: Hardcover
Language: English
Publisher: Not specified
Publication date: Not specified
Description
From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broa...
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—
Andrew Rennie, Alexander Lipton
736 pages • first pub 2011 (editions)
ISBN/UID: 9780199546787
Format: Hardcover
Language: English
Publisher: Not specified
Publication date: Not specified
Description
From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broa...