Credit Derivatives Pricing Models Model, Pricing and Implementation

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time.

Credit Derivatives Pricing Models-Phillip Schonbucher.pdf (8.87 MB, 需要: 1 个论坛币)

2018-4-24 10:56:30 上传

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关键词：derivatives Derivative Implementa implement Pricing

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Credit Derivatives领域很有用的书，包含很多default建模技巧

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