Modelling single-name and multi-name credit derivatives
O'Kane, Dominic.
Modelling single-name and multi-name credit derivatives [electronic resource] / Dominic O'Kane. - Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, c2008. - xii, 493 p. : ill. - Wiley finance . - Wiley finance series. .
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.
Credit derivatives.
Electronic books.
HG6024.A3 / O39 2008eb
332.64/57
Modelling single-name and multi-name credit derivatives [electronic resource] / Dominic O'Kane. - Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, c2008. - xii, 493 p. : ill. - Wiley finance . - Wiley finance series. .
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.
Credit derivatives.
Electronic books.
HG6024.A3 / O39 2008eb
332.64/57