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.