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.