Credit risk valuation : methods, models, and applications

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Bibliographic Information

Title
"Credit risk valuation : methods, models, and applications"
Statement of Responsibility
Manuel Ammann
Publisher
  • Springer
  • 2nd ed
Publication Year
  • c2010
Book size
24 cm
Series Name / No
  • : pbk

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Notes

"2nd ed. 2001, corr. 2nd printing"--T.p. verso

Originally published as vol. 470 in the series "Lecture notes in economics and mathematical systems" with the title: Pricing derivative credit risk

Bibliography: p. [237]-246

Includes index

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