Levy Processes in Credit Risk文档.DOC

±???óéfrEEdom_aLone1±?× pdf??μμ?é?ü?úWAP???ˉààì??é2????￡?¨òé?úó??è????TXT￡??ò?????′???tμ?±??ú2é?′?￡ L?? vy Processes in Credit Risk e L?? vy Processes in Credit Risk e Wim Schoutens and Jessica Cariboni A John Wiley and Sons, Ltd., Publication c 2009, John Wiley Sons Ltd Registered of?ce John Wiley Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, United Kingdom For details of our global editorial of?ces, for customer services and for information about how to apply for permission to reuse the copyright material in this book please see our website at . The right of the authors to be identi?ed as the authors of this work has been asserted in accordance with the Copyright, Designs and Patents Act 1988. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by the UK Copyright, Designs and Patents Act 1988, without the prior permission of the publisher. Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic books. Designations used by companies to distinguish their products are often claimed as trademarks. All brand names and product names used in this book are trade names, service marks, trademarks or registered trademarks of their respective owners. The publisher is not associated with any product or vendor mentioned in this book. This publication is designed to provide accurate and authoritative information in regard to the subject matter covered. It is sold on the understanding that the publisher is not engaged in rendering professional services. If professional advice or other expert assistance is required, the services of a competent professional should be sought. Library of Congress Cataloging-in-Publication Data: Schoutens, Wim. Levy processes in credit risk/Wim S