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Credit Derivatives Pricing Models High quality books

Credit Derivatives Pricing Models
By:Philipp J. Schönbucher
Published on 2003-10-31 by John Wiley & Sons

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. Dr. Philipp J. Schönbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.

This Book was ranked at 19 by Google Books for keyword Credit.

Book ID of Credit Derivatives Pricing Models's Books is YDeJ_Kv8QZwC, Book which was written byPhilipp J. Schönbucherhave ETAG "Klo1KrYWY70"

Book which was published by John Wiley & Sons since 2003-10-31 have ISBNs, ISBN 13 Code is 9780470868171 and ISBN 10 Code is 0470868171

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Book which have "396 Pages" is Printed at BOOK under CategoryBusiness and Economics

This Book was rated by Raters and have average rate at ""

This eBook Maturity (Adult Book) status is NOT_MATURE

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