De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Credit Risk Valuation

- Methods, Models, and Applications

Bag om Credit Risk Valuation

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642087332
  • Indbinding:
  • Paperback
  • Sideantal:
  • 255
  • Udgivet:
  • 1. december 2010
  • Udgave:
  • 22001
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 415 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Credit Risk Valuation

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.

Brugerbedømmelser af Credit Risk Valuation



Find lignende bøger
Bogen Credit Risk Valuation findes i følgende kategorier: