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O'Kane, Dominic.

Modelling single-name and multi-name credit derivatives / Dominic O'Kane. - Chichester, England ; Hoboken, N.J : Wiley, 2008. - xii, 493 p. : ill. ; 25 cm. - Wiley finance series .

Includes bibliographical references (p. [487]-490) and index.

ISBN: 9780470519288 (cloth : alk. paper)

Subjects--Topical Terms:
Credit derivatives.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.6457 / O411