Pricing credit linked financial instruments : theory and empirical evidence /

Bibliographic Details
Main Author:	Schmid, Bernd, 1970-
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, ©2002.
Series:	Lecture notes in economics and mathematical systems ; 516.
Subjects:	Derivative securities > Prices > Mathematical models. Bonds > Prices > Mathematical models. Credit > Management. Risk management. Instruments dérivés (Finances) > Prix > Modèles mathématiques. Crédit > Gestion. Gestion du risque. risk management. Derivat > Wertpapier Kreditrisiko Mathematisches Modell Messung Wertpapierportefeuille Effectenhandel. Termijnhandel. Risicoanalyse. Kredietwaardigheid. Economics, Mathematical. Credit > Mathematical models. Risk > Mathematical models. Gestion de crédit. Gestion des risques. Obligation (Valeur mobilière) Instrument financier. Modèle mathématique. Prix. Risque de crédit. Instrument dérivé (Finances)
Online Access:	Table of contents Cover

Description
Physical Description:	x, 246 pages : illustrations ; 24 cm
Bibliography:	Includes bibliographical references (pages 233-242) and index.
ISBN:	3540431950 9783540431954
ISSN:	0075-8450 ;