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Credit Risk Valuation: Methods, Models, and Applications - Springer Finance Manuel Ammann 2nd ed. 2001. Corr. 2nd printing 2002 edition
Credit Risk Valuation: Methods, Models, and Applications - Springer Finance
Manuel Ammann
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk.
255 pages, 23 black & white tables, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 22, 2001 |
| ISBN13 | 9783540678052 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 255 |
| Dimensions | 156 × 234 × 15 mm · 512 g |
| Language | English German |