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Credit Risk Valuation: Methods, Models, and Applications - Springer Finance Manuel Ammann Softcover reprint of hardcover 2nd ed. 2001 edition
Credit Risk Valuation: Methods, Models, and Applications - Springer Finance
Manuel Ammann
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk.
268 pages, 13 black & white illustrations, 23 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 15, 2010 |
| ISBN13 | 9783642087332 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 255 |
| Dimensions | 155 × 235 × 14 mm · 381 g |
| Language | German |