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Credit derivatives pricing models / Philipp J. Schönbucher (cop. 2003)

Públic ISBD Títol : Credit derivatives pricing models : models, pricing, and implementation Tipus de document : text imprès Autors : Philipp J. Schönbucher, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2003 Col·lecció : Wiley finance series Nombre de pàgines : xxi, 375 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-470-84291-1 Idioma : Anglès (eng) Matèries : Instruments derivats de crèdit Classificació : 6 Derivats Resum : The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Vista prèvia a Google Books : http://books.google.es/books?id=YDeJ_Kv8QZwC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Credit derivatives pricing models : models, pricing, and implementation [text imprès] / Philipp J. Schönbucher, Autor . - Hoboken : John Wiley & Sons, cop. 2003 . - xxi, 375 p. : il. ; 25 cm. - (Wiley finance series) . ISBN : 978-0-470-84291-1 Idioma : Anglès (eng) Matèries : Instruments derivats de crèdit Classificació : 6 Derivats Resum : The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Vista prèvia a Google Books : http://books.google.es/books?id=YDeJ_Kv8QZwC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

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