Credit risk pricing models : theory and practice 2nd ed

Credit risk pricing models : theory and practice

2nd ed

Notes on use

Note (General)：: This new ed. is a greatly extended and updated version of author's earlier monograph Pricing credit linked financial instruments, 2002. (Lecture notes...

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Material Type: 図書
ISBN: 354040466X
Title: Credit risk pricing models : theory and practice
Author/Editor: Bernd Schmid
Edition: 2nd ed
Author Heading: Schmid, Bernd
Publication, Distribution, etc.: Springer-Verlag
Publication Date: c2004
Publication Date (W3CDTF): 2004
Size: 24 cm
Place of Publication (Country Code): gw
Text Language Code: en
Subject Heading: Derivative securities -- Prices -- Mathematical models
Bonds -- Prices -- Mathematical models
Credit -- Management
Risk management
Target Audience: 一般
Note (General): This new ed. is a greatly extended and updated version of author's earlier monograph Pricing credit linked financial instruments, 2002. (Lecture notes in economics and mathematical systems ; v. 516)
Includes bibliographical references (p. [363]-378) and index
Related Material: Springer finance
https://cir.nii.ac.jp/crid/1130282270365387392
Related Material (URI): https://ci.nii.ac.jp/ncid/BA66993324#entity
Periodical Title: Springer finance
https://cir.nii.ac.jp/crid/1130282270365387392
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA66993324 : BA66993324