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...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Libro |
| Lingua: | Undetermined |
| Pubblicazione: |
New York
Springer
c2001
|
| Soggetti: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne! !
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
Lascia un commento!