Credit Risk Valuation : Methods, Models, and Applications /

This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forw...

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Bibliographic Details

Main Author:	Ammann, Manuel
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2001.
Edition:	Second edition.
Series:	Springer finance.
Subjects:	Economics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book