Credit risk pricing models : theory and practice

Author(s)

• Schmid, Bernd

Bibliographic Information

Credit risk pricing models : theory and practice

Bernd Schmid

（Springer finance）

Springer-Verlag, c2004

2nd ed

Note

This new ed. is a greatly extended and updated version of author's earlier monograph Pricing credit linked financial instruments, 2002. (Lecture notes in economics and mathematical systems ; v. 516)

Includes bibliographical references (p. [363]-378) and index

Details

• NCID: BA66993324
• ISBN:
  • 354040466X
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xi, 383 p.
• Size: 24 cm
• Classification:
  • DC21 : 332.632
• Subject Headings:
  • LCSH : Derivative securities -- Prices -- Mathematical models
  • LCSH : Bonds -- Prices -- Mathematical models
  • LCSH : Credit -- Management
  • LCSH : Risk management
• Parent Bibliography ID:
  • BA37506339