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Credit Risk Valuation
Product ID: 3540678050
Condition: New
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Product Description
Credit Risk Valuation
- Used Book in Good Condition
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.
Technical Specifications
Country
USA
Brand
Springer
Manufacturer
Springer
Binding
Hardcover
PartNumber
A-103-551
Color
Other
Height
9.5
Length
6.5
Weight
1.10010668738
Width
0.75
ReleaseDate
2001-06-22T00:00:01Z
NumberOfItems
1
