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Oxford Handbook of Credit Derivatives, The 0071544216 EAN: 9781285084763

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Description

EAN: 9781285084763

Author(s): Mike Cole

Native Stereo

his work is 'as firmly rooted in both an historical and cultural context as real as Joyce's Ulysses or Eliot's Waste Land

Section VII with special emphasis on the international struggle over Internet jurisdiction and extra-territorial enforcement of intermediaries' obligations

Oxford Handbook of Credit Derivatives, The 0071544216 EAN: 9781285084763From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non Gaussian modelling, and

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