Credit Risk Valuation

Name: Credit Risk Valuation
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642087332
Price: 157.83 EUR
Availability: InStock

Methods, Models, and Applications

Автор: Manuel Ammann

Език:

Корици: С меки корици

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

Наличност: Външен склад

Изпращаме след 5-8 дни

157.83 € 308.69 лв

This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-...

Информация за книгата

Автор

Manuel Ammann

Език

Английски език

Корици

Книга - С меки корици

Издадена

2010

страници

255

EAN

9783642087332

ISBN

3642087337

Enbook ID

01653695

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

415

Размери

155 x 235 x 15

Пълно описание

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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Credit Risk Valuation

Methods, Models, and Applications

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