Modelling single-name and multi-name credit derivatives
Year of publication: |
2008
|
---|---|
Authors: | O'Kane, Dominic |
Publisher: |
Chichester : John Wiley & Sons |
Subject: | Derivat <Wertpapier> | Kreditrisiko | Bewertung | Modellierung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Modeling derivatives applications in matlab, C++, and Excel
London, Justin, (2007)
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Weber, Michael, (2002)
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Kontrahentenrisiko : Bewertung, Steuerung, Unterlegung nach Basel III und IFRS
Ludwig, Sven, (2012)
- More ...
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The Lehman Brothers guide to exotic credit derivatives
O'Kane, Dominic, (2003)
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Oxford Handbook of Credit Derivatives
O'Kane, Dominic, (2014)
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Approximating independent loss distributions with an adjusted binomial distribution
O'Kane, Dominic, (2011)
- More ...