Credit Risk Pricing Models: Theory and Practice (Springer Finance) - Tapa dura

Libro 12 de 53: Springer Finance

Schmid, Bernd

 
9783540404668: Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Sinopsis

Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.

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Reseña del editor

Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.

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Otras ediciones populares con el mismo título

9783642073359: Credit Risk Pricing Models, Second Edition: Theory and Practice (Springer Finance)

Edición Destacada

ISBN 10:  3642073352 ISBN 13:  9783642073359
Editorial: Springer, 2011
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