The book is currently out of stock
More about the book
This book offers a comprehensive overview of mathematical modeling in credit risk, covering statistical techniques, default modeling, counterparty risk, and securitization. It discusses both Gaussian and non-Gaussian approaches, including the Gaussian copula and alternatives. Aimed at students and professionals in finance, it balances theory with practical applications.
Book purchase
Oxford Handbook of Credit Derivatives, Andrew Rennie, Alexander Lipton
- Language
- Released
- 2011
- product-detail.submit-box.info.binding
- (Hardcover)
We’ll email you as soon as we track it down.
Payment methods
No one has rated yet.