Pricing derivative credit risk /
This book presents new approaches to valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-ar...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[1999]
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| Series: | Lecture notes in economics and mathematical systems ;
470. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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