The Lehman Brothers guide to exotic credit derivatives
Alternative title: | Guide to exotic credit derivatives |
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Year of publication: |
2003
|
Other Persons: | O'Kane, Dominic (contributor) |
Institutions: | Lehman Brothers |
Publisher: |
London : Incisive Risk Waters Group |
Subject: | Derivat <Wertpapier> | Exotic options |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Nelken, Israel, (2000)
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Generic derivatives and exotic options : aspects of valuation and market risk measurement
Engeler, Markus G., (1998)
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Pricing and managing exotic and hybrid options
Bhansali, Vineer, (1998)
- More ...
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Modelling single-name and multi-name credit derivatives
O'Kane, Dominic, (2008)
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Approximating independent loss distributions with an adjusted binomial distribution
O'Kane, Dominic, (2011)
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Introduction to credit derivatives
O'Kane, Dominic, (2005)
- More ...