Credit Risk Valuation: Methods, Models, and Applications - Springer Finance - Manuel Ammann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642087332 - December 15, 2010
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Credit Risk Valuation: Methods, Models, and Applications - Springer Finance Softcover reprint of hardcover 2nd ed. 2001 edition

Manuel Ammann

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Credit Risk Valuation: Methods, Models, and Applications - Springer Finance Softcover reprint of hardcover 2nd ed. 2001 edition

This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. 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.


268 pages, 13 black & white illustrations, 23 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 15, 2010
ISBN13 9783642087332
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 255
Dimensions 155 × 235 × 14 mm   ·   381 g