Credit Risk Pricing Models

Released on by Bernd Schmid
preview-18

  • Credit Risk Pricing Models Book Detail

  • Author : Bernd Schmid
  • Release Date : 2012-11-07
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 388
  • ISBN 13 : 3540247165
  • File Size : 86,86 MB
DOWNLOAD BOOK

Credit Risk Pricing Models by Bernd Schmid PDF Summary

Book Description: Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.

Disclaimer: www.yourbookbest.com does not own Credit Risk Pricing Models books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.