Wim Schoutens

Произведения автора 2

Только полные версии книг

РОМАНЫ и ПОВЕСТИ

электронная книга
0
Год написания книги 2019
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs)...
электронная книга
0
Год написания книги 2018
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market...