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Pricing derivative credit risk /

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Bibliographic Details
Main Author: Ammann, Manuel, 1970-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [1999]
Series:Lecture notes in economics and mathematical systems ; 470.
Subjects:
Derivative securities > Prices > Mathematical models.
Credit > Mathematical models.
Risk > Mathematical models.
Description
Physical Description:xii, 228 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [211]-219) and index.
ISBN:3540657533 (softcover)