Pricing Derivative Credit Risk: v. 470 (Lecture Notes in Economics and Mathematical Systems) - Tapa blanda

Ammann, M.

 
9783540657538: Pricing Derivative Credit Risk: v. 470 (Lecture Notes in Economics and Mathematical Systems)
Tapa blanda
ISBN 10: 3540657533 ISBN 13: 9783540657538
Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1999

Sinopsis

This text presents approaches to valuing derivative securities with credit risk, focusing 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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

This text presents approaches to valuing derivative securities with credit risk, focusing 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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Año de publicación
1999
Idioma
Inglés
ISBN 10 
3540657533
ISBN 13 
9783540657538
Encuadernación
Tapa blanda
Número de páginas
242
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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