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Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models by Grasselli, Matheus R; Hughston, Lane Palmer is a scholarly article available to read on EtoBox.

What is Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models about?

This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010. The scope of the volume in very broad, including papers on foundational issues in mathematical finance, papers on computational finance, and papers on derivatives and risk management. Many of the articles contain path-breaking insights that are relevant to the developing new order of post-crisis financial risk management.

Author

Grasselli, Matheus R; Hughston, Lane Palmer

Publisher

World Scientific Publishing Co Pte Ltd

Published

2012

Language

EN

ISBN

9781283739429