Lévy processes in credit risk

Author(s)

• Schoutens, Wim
• Cariboni, Jessica

Bibliographic Information

Lévy processes in credit risk

Wim Schoutens and Jessica Cariboni

（Wiley finance series）

J. Wiley, c2009

• : cloth

Note

Includes bibliographical references (p. [167]-171) and index

• NCID: BA91442344
• ISBN:
  • 9780470743065
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: ix, 185 p.
• Size: 24 cm
• Classification:
  • LCC : HG4026
  • DC22 : 658.8/8015195
  • DC : 658.15
• Subject Headings:
  • LCSH : Credit -- Management -- Mathematical models
  • LCSH : Risk management -- Mathematical models
  • LCSH : Lévy processes
• Parent Bibliography ID:
  • BA5197584X