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1、LevyProcessesinCreditRisk′WimSchoutensandJessicaCariboniAJohnWileyandSons,Ltd.,Publicationc2009,JohnWiley&SonsLtdRegisteredof?ceJohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussex,PO198SQ,UnitedKingdomFordetailsofourglobaleditorialof?ces,forcustomerservicesandforinformationabouthowto
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6、CongressCataloging-in-PublicationData:Schoutens,Wim.Levyprocessesincreditrisk/WimSchoutensandJessicaCariboni.p.cm.Includesbibliographicalreferencesandindex.ISBN978-0-470-74306-5(cloth)1.Credit–Management–Mathematicalmodels.2.Riskmanagement–Mathematicalmodels.3.Levyprocesses.′I.Cariboni,Jessica.I
7、I.Title.HG4026.S3372009658.88015195—dc222009013323AcataloguerecordforthisbookisavailablefromtheBritishLibrary.ISBN978-0-470-74306-5Typesetin10/12ptTimesbyLaserwordsPrivateLimited,Chennai,India.PrintedinGreatBritainbyTJInter
