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...

詳細記述

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書誌詳細
第一著者: Ammann, Manuel
フォーマット: 図書
言語:Undetermined
出版事項: New York Springer c2001
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ