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Credit Risk Valuation - Manuel Ammann - Bog

- Methods, Models, and Applications

Bag om Credit Risk Valuation

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642087332
  • Indbinding:
  • Paperback
  • Sideantal:
  • 255
  • Udgivet:
  • 1. december 2010
  • Udgave:
  • 22001
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 415 g.
  • 8-11 hverdage.
  • 12. december 2024
Forlænget returret til d. 31. januar 2025

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Credit Risk Valuation

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.

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