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  • - Methods, Models, and Applications
    af Manuel Ammann
    1.602,95 - 1.656,95 kr.

    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.