Credit risk valuation : Methods, models, and applications

This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forw...

Cur síos iomlán

Đã lưu trong:
Sonraí Bibleagrafaíochta
Príomhúdar: Ammann, Manuel
Formáid: Leabhar
Teanga:Undetermined
Foilsithe: New York Springer c2001
Ábhair:
Clibeanna: Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ