Credit Risk Valuation: Methods, Models, and Applications - Springer Finance - Manuel Ammann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540678052 - June 22, 2001
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Credit Risk Valuation: Methods, Models, and Applications - Springer Finance 2nd ed. 2001. Corr. 2nd printing 2002 edition

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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  

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