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Credit Risk Pricing Models
Schmid, Berndt (Risklab, Munich Germany)
€ 212.66
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Description for Credit Risk Pricing Models
Paperback. Series: Springer Finance. Num Pages: 394 pages, 65 black & white tables, biography. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 20. Weight in Grams: 605.
This new edition is a greatly extended and updated version of my earlier monograph "Pricing Credit Linked Financial Instruments" (Schmid 2002). Whereas the first edition concentrated on the re search which I had done in the context of my PhD thesis, this second edition covers all important credit risk models and gives a general overview of the subject. I put a lot of effort in explaining credit risk factors and show the latest results in default probability and recovery rate modeling. There is a special emphasis on correlation issues as well. The broad range of financial instruments I consider covers ... Read more
This new edition is a greatly extended and updated version of my earlier monograph "Pricing Credit Linked Financial Instruments" (Schmid 2002). Whereas the first edition concentrated on the re search which I had done in the context of my PhD thesis, this second edition covers all important credit risk models and gives a general overview of the subject. I put a lot of effort in explaining credit risk factors and show the latest results in default probability and recovery rate modeling. There is a special emphasis on correlation issues as well. The broad range of financial instruments I consider covers ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
394
Condition
New
Series
Springer Finance
Number of Pages
383
Place of Publication
Berlin, Germany
ISBN
9783642073359
SKU
V9783642073359
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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