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Books > Business & Money > Economics > 3540678050
  1. Credit Risk Valuation
    Credit Risk Valuation
    Credit Risk Valuation
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  2. Credit Risk Valuation

    [3540678050]
    Delivery: 10-20 Working Days
    Price R5006.00

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Additional Information

This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.

Specifications

Country
USA
Author
Manuel Ammann
Binding
Hardcover
Brand
Brand: Springer
Color
Other
EAN
9783540678052
Edition
2nd
Feature
Used Book in Good Condition
ISBN
3540678050
Label
Springer
Manufacturer
Springer
MPN
A-103-551
NumberOfItems
1
NumberOfPages
500
PartNumber
A-103-551
PublicationDate
2002-09-18
Publisher
Springer
Studio
Springer
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