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.

3540678050


Derivative securities--Prices--Mathematical models.
Risk--Mathematical models.
Credit--Mathematical models.

HG6024.A3 / .A465 2001

332.632 / A518c2