Credit Risk Valuation - Manuel Ammann

Credit Risk Valuation - Manuel Ammann

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Condition
New
Location
South Africa
Product code
9783540678052
Bob Shop ID
631688157

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.

TITLE: Credit Risk Valuation

AUTHOR: Manuel Ammann

SKU: 9783540678052

PUBLISHER: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

DATE PUBLISHED: 22/06/2001

PLACE PUBLISHED: Germany

PAGES: 255

BINDING: Hardback

LANGUAGE: English

DIMENSIONS: 156 mm x 234 mm

WEIGHT: 1220 gr

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