Levy processes in credit risk
By: Wim Schoutens and Jessica Cariboni.
Contributors: Cariboni, Jessica.
Publisher: John Wiley & Sons
Published: 2009
Place of publication: [Hoboken, NJ]
Language: eng
ISBN-13: 9780470743065
Subjects: Credit -- Management -- Mathematical models; Risk management -- Mathematical models; Lévy processes
Notes: Includes bibliographical references and index.