Credit derivatives pricing models
Subtitle: models, pricing, and implementation
By: Philipp J. Schönbucher.
Series: Wiley finance series
Publisher: Wiley
Published: 2003
Place of publication: Chichester; Hoboken, NJ
Language: eng
Number of pages: 375
Subjects: Credit derivatives.; Credit derivatives -- Prices.
Notes: Includes bibliographical references (p. [361]-368) and index.