Credit Derivatives Pricing Models : Models, Pricing and Implementation Hardback
by Philippe Schonbucher
Part of the The Wiley Finance Series series
Hardback
Description
The second edition of Credit Derivatives Pricing Models provides an updated, extremely comprehensive overview of the most current areas in credit risk modelling as applied to the pricing of credit derivatives.
This is still one of the only books to focus uniquely on pricing.
Based on proven techniques that have been tested time and again and revised for this edition, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models.
Filled with new examples that are applied to real-world pricing problems, this book paves a clear path for a better understanding of this complex issue.
Information
-
Item not Available
- Format:Hardback
- Pages:448 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:30/03/2007
- Category:
- ISBN:9780470060759
Information
-
Item not Available
- Format:Hardback
- Pages:448 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:30/03/2007
- Category:
- ISBN:9780470060759