9783540678052 - credit risk valuation: methods, models, and applications (springer finance) de ammann, manuel (16 resultados)
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Editorial: Springer, 2002
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Condición: Sehr gut. Zustand: Sehr gut | Seiten: 268 | Sprache: Englisch | Produktart: Bücher | Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to… promise a higher yield to attract investors. But how much higher a yield? Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.
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Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Condición: New. pp. 268 2nd Corrected Printing.
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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Condición: New. pp. 268 Illus.
Idioma: Inglés
Editorial: Springer, Springer Spektrum, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to promise a higher yie…ld to attract investors. But how much higher a yield Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Idioma: Inglés
Editorial: Springer Berlin Heidelberg Jun 2001, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers an advanced introduction to the models of cre- dit risk valuation. It concentrates on firm-value and reducedform approaches and their applications in practice. Additionally, the book includes new models for valuing derivat…ive securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on creditrisky 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. 268 pp. Englisch.
Idioma: Inglés
Editorial: Springer Berlin Heidelberg, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: moluna, Greven, Alemaniamoluna
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivativ…e securities with credit risk. The book provides d.
Idioma: Inglés
Editorial: Springer, Springer Spektrum Jun 2001, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable part of the risk taken. In bond markets, for example, riskier issues have to promise…a higher yield to attract investors. But how much higher a yield Using methods from contingent claims analysis, credit risk valuation models attempt to put a price on credit risk. This monograph gives an overview of the current methods for the valu ation of credit risk and considers several applications of credit risk models in the context of derivative pricing. In particular, credit risk models are in corporated into the pricing of derivative contracts that are subject to credit risk. Credit risk can affect prices of derivatives in a variety of ways. First, financial derivatives can be subject to counterparty default risk. Second, a derivative can be written on a security which is subject to credit risk, such as a corporate bond. Third, the credit risk itself can be the underlying vari able of a derivative instrument. In this case, the instrument is called a credit derivative. Fourth, credit derivatives may themselves be exposed to counter party risk. This text addresses all of those valuation problems but focuses on counterparty risk. The book is divided into six chapters and an appendix. Chapter 1 gives a brief introduction into credit risk and motivates the use of credit risk models in contingent claims pricing.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 268 pp. Englisch.
Idioma: Inglés
Editorial: Springer, 2001
Serie: Springer Finance, Libro 4 de 53. Libro 4 de 53 - Springer Finance
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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Condición: New. PRINT ON DEMAND pp. 268.
