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Single- and Multi-Name Credit Derivatives: Theory and Practice
Lipton, Alexander; Shelton, David - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882010
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Financial engineering : selected works of Alexander Lipton
Lipton, Alexander - 2018 - 1 edition
Preface -- Exotic options -- Passport to success / Hyer, Lipton, Pugachevsky -- Similarities via self-similarities / Lipton -- Predictability and unpredictability in financial markets / Lipton -- Universal barriers / Lipton, McGhee -- Pricing of vanilla and first generation exotic options /...
Persistent link: https://www.econbiz.de/10011751983
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Single- and multi-name credit derivatives : theory and practice
Lipton, Alexander - In: The Oxford handbook of credit derivatives, (pp. 196-256). 2011
Persistent link: https://www.econbiz.de/10014565534