Pricing derivative credit risk

Author(s)

• Ammann, Manuel

Bibliographic Information

Pricing derivative credit risk

Manuel Ammann

（Lecture notes in economics and mathematical systems, 470）

Springer, c1999

Note

Bibliography: p. [211]-219

Includes index

Details

• NCID: BA42208191
• ISBN:
  • 3540657533
• LCCN: 99024859
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Tokyo
• Pages/Volumes: xii, 228 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332.63/2
• Subject Headings:
  • LCSH : Derivative securities -- Prices -- Mathematical models
  • LCSH : Credit -- Mathematical models
  • LCSH : Risk -- Mathematical models
• Parent Bibliography ID:
  • BA00158304