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...
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| 主要作者: | Ammann, Manuel |
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| 格式: | 图书 |
| 语言: | Undetermined |
| 出版: |
New York
Springer
c2001
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| 主题: | |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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