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Credit risk pricing models : theory and practice /

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Bibliographic Details
Main Author: Schmid, Bernd, 1970-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2004]
Edition:2nd ed.
Series:Springer finance.
Subjects:
Derivative securities > Prices > Mathematical models.
Bonds > Prices > Mathematical models.
Credit > Management.
Risk management.
Description
Item Description:Revised edition of: Pricing credit linked financial instruments. Berlin ; New York : Springer, c2002.
Physical Description:383 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages [233]-242) and index.
ISBN:3540431950