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Credit derivatives pricing modelsmod...

Sch鋌nbucher, Philipp J.

Credit derivatives pricing modelsmodels, pricing and implementation /

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Credit derivatives pricing models/ Philipp J. Sch鋌nbucher.
其他題名:	models, pricing and implementation /
作者:	Sch鋌nbucher, Philipp J.
出版者:	Chichester :Wiley,2003.
面頁冊數:	1 online resource (xxi, 375 p.) :ill.
標題:	Credit derivatives. -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	0470868171 (electronic bk.)
ISBN:	9780470868171 (electronic bk.)

Credit derivatives pricing modelsmodels, pricing and implementation /
Sch鋌nbucher, Philipp J.

Credit derivatives pricing modelsmodels, pricing and implementation /[electronic resource] :Philipp J. Sch鋌nbucher. - Chichester :Wiley,2003. - 1 online resource (xxi, 375 p.) :ill. - Wiley finance series. - Wiley finance series..

Includes bibliographical references (p. [361]-368) and index.

Credit Derivatives Pricing Models; Contents; Preface; Acknowledgements; Abbreviations; Notation; 1 Introduction; 2 Credit Derivatives: Overview and Hedge-Based Pricing; 3 Credit Spreads and Bond Price-Based Pricing; 4 Mathematical Background; 5 Advanced Credit Spread Models; 6 Recovery Modelling; 7 Implementation of Intensity-Based Models; 8 Credit Rating Models; 9 Firm Value and Share Price-Based Models; 10 Models for Default Correlation; Bibliography; Index;

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit deriv.

ISBN: 0470868171 (electronic bk.)Subjects--Topical Terms:

149647
Credit derivatives.
Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG6024.A3 / S36 2003eb

Dewey Class. No.: 332.645

Credit derivatives pricing modelsmodels, pricing and implementation /
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520 $a The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit deriv.
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