LIBROS DEL AUTOR: andrew rennie

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  • Oxford Handbook of Credit Derivatives
    Alexander Lipton / Andrew Rennie
    From the late 1990s, 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 broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple en...
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    86,86 €