[PDF.09vy] Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)

Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)

[PDF.gf23] Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)

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 | #9345529 in Books |  2010-12-01 |  2010-12-15 | Original language:English | PDF # 1 |  8.98 x.61 x5.98l,.84 | File type: PDF | 255 pages

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||15 of 16 people found the following review helpful.| Ahead of the state of the art in counterparty risk valuation|By A Customer|This books presents the latest research in counterparty risk pricing. As my company (one of the major securities firms here in New York) is currently looking to implement counterparty risk pricing models, this book was just what I was look-ing for. It consists of one chapter on derivatives pricing (B

This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. 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. Numerical examples illustrate the effects of cred...

You can specify the type of files you want, for your gadget.Credit Risk Valuation: Methods, Models, and Applications (Springer Finance)   |  Manuel Ammann. I really enjoyed this book and have already told so many people about it!

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