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Free Shipping to all UK customers for orders over £25.00
Free Shipping to all UK customers for orders over £25.00
Usually dispatched within 3 - 5 business days.
£ 148.50
Provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation.