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Ammann, Manuel

Credit risk valuation methods, models, and applications Manuel Ammann. - 2nd ed. - Berlin New York Springer c2001. - x, 255 p. ill. 24 cm. - Springer finance .

"Originally published as volume 470 in the series Lecture notes in economics and mathematical systems with the title Pricing derivative credit risk"--T.p. verso.

Includes bibliographical references (p. [237]-246) and index.

ISBN: 3540678050

Subjects--Topical Terms:
Derivative securities--Prices--Mathematical models.
Risk--Mathematical models.
Credit--Mathematical models.

LC Class. No.: HG6024.A3 / .A465 2001

Dewey Class. No.: 332.632 / A518c2