Modelling single-name and multi-name credit derivatives pdf

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In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of epub mobi pdf. Description; Content; Author information. Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing andModelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and