Credit Derivatives Pricing Models: Models, Pricing and Implementation Book

Name: Credit Derivatives Pricing Models: Models, Pricing and Implementa
Brand: Wiley
SKU: 9780470842911
Price: 99.99 USD
Availability: InStock
Rating: 3.5 (2 reviews)

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Credit Derivatives Pricing Models: Models, Pricing and Implementation, Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004. Credit derivatives have begun to transform modern banking; they have become a standard instrument for th, Credit Derivatives Pricing Models: Models, Pricing and Implementation

3.5 out of 5 stars based on 2 reviews

Credit Derivatives Pricing Models: Models, Pricing and Implementation
Written by author Philipp J. Schonbucher
Published by Wiley, John & Sons, Incorporated, June 2003
Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004. Credit derivatives have begun to transform modern banking; they have become a standard instrument for th
In this book, Philipp Schönbucher covers all the important modelling approaches from hedge-based pricing to stochastic-intensity models, credit rating models and firm's value based models, concluding with a large chapter on portfolio credit risk mode

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Book Categories

Authors

Preface.
Acknowledgements.
Abbreviations.
Notation.
Introduction.
Credit Derivatives: Overview and Hedge-Based Pricing.
Credit Spreads and Bond Price-Based Pricing.
Mathematical Background.
Advanced Credit Spread Models.
Recovery Modelling.
Implementation of Intensity-Based Models.
Credit Rating Models.
Firm Value and Share Price-Based Models.
Models for Default Correlation.
Bibliography.
Index.

Title: Credit Derivatives Pricing Models: Models, Pricing and Implementation

Manufacturer:

Wiley

Item Number: 9780470842911

Publication Date: June 2003

Number: 1

Product Description: Full Name: Credit Derivatives Pricing Models: Models, Pricing and Implementation; Short Name:Credit Derivatives Pricing Models

Universal Product Code (UPC): 9780470842911

WonderClub Stock Keeping Unit (WSKU): 9780470842911

Rating: 3.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/29/11/9780470842911.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.700 cm (2.64 inches)

Heigh : 9.700 cm (3.82 inches)

Depth: 1.200 cm (0.47 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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Darian Duca

reviewed Credit Derivatives Pricing Models: Models, Pricing and Implementation on May 09, 2015

Credit Derivatives Pricing Models: Models, Pricing and Implementation

On the surface read for those who are fresh to the topic

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Credit Derivatives Pricing Models: Models, Pricing and Implementation, Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004. Credit derivatives have begun to transform modern banking; they have become a standard instrument for th, Credit Derivatives Pricing Models: Models, Pricing and Implementation

Add Credit Derivatives Pricing Models: Models, Pricing and Implementation, Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004. Credit derivatives have begun to transform modern banking; they have become a standard instrument for th, Credit Derivatives Pricing Models: Models, Pricing and Implementation to the inventory that you are selling on WonderClub

Add Credit Derivatives Pricing Models: Models, Pricing and Implementation, Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004. Credit derivatives have begun to transform modern banking; they have become a standard instrument for th, Credit Derivatives Pricing Models: Models, Pricing and Implementation to your collection on WonderClub

Credit Derivatives Pricing Models: Models, Pricing and Implementation Book

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