Research Catalog

Lévy processes in credit risk

Title
Lévy processes in credit risk / Wim Schoutens and Jessica Cariboni.
Author
Schoutens, Wim.
Publication
Chichester, U.K. : John Wiley & Sons, [2009], ©2009.

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Details

Additional Authors
Cariboni, Jessica.
Description
ix, 185 pages : illustrations; 24 cm.
Series Statement
Wiley finance
Uniform Title
Wiley finance series.
Subject
  • Credit > Mathematical models
  • Risk management > Mathematical models
  • Lévy processes
Bibliography (note)
  • Includes bibliographical references and index.
ISBN
  • 9780470743065 (cloth)
  • 0470743069 (cloth)
LCCN
2009013323
OCLC
  • ocn312636198
  • SCSB-9059240
Owning Institutions
Columbia University Libraries