Schoutens, Wim.
Lévy processes in credit risk /
Wim Schoutens and Jessica Cariboni.
- Chichester, U.K. : John Wiley & Sons, c2009.
- ix, 185 p. : ill. ; 24 cm.
- Wiley finance .
Fakulti Keusahawanan dan Perniagaan
Includes bibliographical references (p. [167]-171) and index.
9780470743065
Credit--Management--Mathematical models.
Lévy processes.
Risk management--Mathematical models.