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Levy processes in credit risk

Wim Schoutens

Publication Data

Title Levy processes in credit risk
Author Wim Schoutens
Contributor Jessica Cariboni
Publisher Wiley
Publication date 2009
Publication location Hoboken, N.J.
Language English

Topics

Credit :: Management :: Mathematical models
Risk management :: Mathematical models
Lévy processes

Catalogue Data

OBNB ID GBA942028
ISBN 10 0470743069
ISBN 13 9780470743065
Type BibliographicResource, Book
Dewey Classification 332.70151982

ISBD

P1053 ix, 185 p.

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Levy processes in credit risk by Wim Schoutens. ISBN 9780470743065. Published by Wiley in 2009. Publication and catalogue information, links to buy online and reader comments.

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