The Oxford Handbook of Credit Derivatives by Andrew Rennie, Alexander Lipton
The Oxford Handbook of Credit Derivatives

Andrew Rennie, Alexander Lipton

The Oxford Handbook of Credit Derivatives

Andrew Rennie, Alexander Lipton

736 pages first pub 2011 (editions)

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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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