Credit Risk Valuation Methods Models and Applications (H/C)
Credit Risk Valuation Methods Models and Applications (H/C)
Author: Ammann M
ISBN: 9783540678052
Edition: 2ND - 2001
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Overview
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.
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Product Info
Weight:
0.553 kgDepartment:
AcademicGroup:
Finance & AccountingCategory:
Print BooksAuthor:
Ammann MPublisher:
SPRINGER-VERLAGISBN:
9783540678052Edition:
2ND - 2001Estimated Delivery:
Temporary Out of Stock: Estimated delivery within 6 weeks
Please request item
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