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1、theoxfordhandbookofCREDITDERIVATIVESOXFORDHANDBOOKSINFINANCESeriesEditor:MichaelDempsterTHEOXFORDHANDBOOKOFBANKINGEditedbyAllenN.Berger,PhilipMolyneux,andJohnO.S.WilsonTHEOXFORDHANDBOOKOFCREDITDERIVATIVESEditedbyAlexanderLiptonandAndrewRennietheoxfordhandbookof.............
2、.............................................................................................................CREDITDERIVATIVES..........................................................................................................................EditedbyALEXANDERLIPTONand
3、ANDREWRENNIE13GreatClarendonStreet,Oxfordox26dpOxfordUniversityPressisadepartmentoftheUniversityofOxford.ItfurtherstheUniversity’sobjectiveofexcellenceinresearch,scholarship,andeducationbypublishingworldwideinOxfordNewYorkAucklandCapeTownDaresSalaamHongKongKarachiKualaLumpu
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5、intheUKandincertainothercountriesPublishedintheUnitedStatesbyOxfordUniversityPressInc.,NewYork©OxfordUniversityPress2011ThemoralrightsoftheauthorshavebeenassertedDatabaserightOxfordUniversityPress(maker)Firstpublished2011Allrightsreserved.Nopartofthispublicationmaybereprodu
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7、eshouldbesenttotheRightsDepartment,OxfordUniversityPress,attheaddressaboveYoumustnotcirculatethisbookinanyotherbindingorcoverandyoumustimposethesameconditiononanyacquirerBritishLibraryCataloguinginPublicationDataDataavailableLibraryofCongressCataloginginPublicationData20109
8、43329TypesetbySPIPublisherServices,Pondicherry,IndiaPrintedinGreatBritainonacid-fr
