|
Books > Business & Economics > Business & management > Management & management techniques > Management decision making
|
Buy Now
Credit Risk Valuation - Methods, Models, and Applications (Hardcover, 2nd ed. 2001. Corr. 2nd printing 2002)
Price: R876
Discovery Miles 8 760
|
|
|
Credit Risk Valuation - Methods, Models, and Applications (Hardcover, 2nd ed. 2001. Corr. 2nd printing 2002)
Series: Springer Finance
Expected to ship within 2 - 4 working days
|
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 forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multi-variate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(2)
(1)
