000 01196nam a2200289Ia 4500
001 279588
003 OCoLC
005 20160527195801.0
008 020115s2001 gw a b 001 0 eng d
020 _a3540678050
040 _aOKU
_cOKU
_dOCLCQ
_dNLGGC
_dUBA
049 _aArecibo - PUXA
050 0 4 _aHG6024.A3
_b.A465 2001
082 0 0 _a332.632
_bA518c2
_221
100 1 _aAmmann, Manuel
_2Local
_952382
245 1 0 _aCredit risk valuation
_bmethods, models, and applications
_cManuel Ammann.
250 _a2nd ed.
260 _aBerlin
_aNew York
_bSpringer
_cc2001.
300 _ax, 255 p.
_bill.
_c24 cm.
490 0 _aSpringer finance
_2Local
_9173491
500 _a"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.
504 _aIncludes bibliographical references (p. [237]-246) and index.
650 0 _aDerivative securities
_xPrices
_xMathematical models.
_2Local
_985906
650 0 _aRisk
_xMathematical models.
_2Local
_9159851
650 0 _aCredit
_xMathematical models.
_2Local
_981939
700 1 _aAmmann, Manuel
_d1970-
_tPricing derivative credit risk.
_2Local
_952382
999 _c201065
_d201065