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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Detalles Bibliográficos
Autor Principal: Ammann, Manuel
Formato: Libro
Idioma:Undetermined
Publicado: New York Springer c2001
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