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Modelling single-name and multi-name credit derivatives [electronic resource] / Dominic O'Kane.

By: Contributor(s): Material type: TextSeries: Wiley finance seriesPublication details: Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, c2008.Description: xii, 493 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.64/57 22
LOC classification:
  • HG6024.A3 O39 2008eb
Online resources:
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Includes bibliographical references (p. [487]-490) and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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