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Credit Risk Pricing Models
By:Bernd Schmid
Published on 2012-11-07 by Springer Science & Business Media

Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.
This Book was ranked at 14 by Google Books for keyword Credit.
Book ID of Credit Risk Pricing Models's Books is In30BwAAQBAJ, Book which was written byBernd Schmidhave ETAG "cRlUiyaF26s"
Book which was published by Springer Science & Business Media since 2012-11-07 have ISBNs, ISBN 13 Code is 9783540247166 and ISBN 10 Code is 3540247165
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Book which have "383 Pages" is Printed at BOOK under CategoryBusiness and Economics
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