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Published: 27 January 2011

704 Pages | 134 Figures, 29 Tables


ISBN: 9780199546787

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The Oxford Handbook of Credit Derivatives

Edited by Alexander Lipton and Andrew Rennie

Oxford Handbooks

  • Comprehensive overview of modern credit modelling
  • Written by the leading academics and practioners, including an introduction by Gillian Tett
  • Clear and extensive coverage of theory and key equations
  • A definitive guide to current practice and an excellent reference source for both students and practitioners