Credit Derivatives Pricing Models

Philipp J. (ETH Zurich, Switzerland) Schonbucher

John Wiley & Sons Inc, 2003

134,95 €On orderDelivery: 2-3 weeks

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time.

ISBN-13
9780470842911
ISBN-10
0470842911
Publisher
John Wiley & Sons Inc
Year
2003
Publication date
2003-05-16
Pages
400
Dimensions
251x176x28
Weight
896