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Credit Derivatives Pricing Models Models, Pricing and Implementation

Hardcover • 2003 • English • 1. edition

Credit Derivatives Pricing Models Models, Pricing and Implementation

By Philipp J. Schönbucher

1 Ratings • 5.0 of 5

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About the book

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on p...Show more

Book details

ISBN

9780470842911

Publisher

John Wiley & Sons

Published year

2003

Language

English

Edition

1

Original title

Credit Derivatives Pricing Models Models, Pricing and Implementation

Format

Hardcover

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Reviews · 0

1 Ratings • 5.0 of 5

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