Credit Risk Valuation
Manuel Ammann
- 15 december 2010
- 9783642087332
Samenvatting:
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.
€ 145,-
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