Pricing derivative credit risk
By: Manuel Ammann.
Series: Lecture notes in economics and mathematical systems,; 470
Publisher: Springer
Published: 1999
Place of publication: Berlin; New York
Language: eng
Number of pages: 228
Subjects: Derivative securities -- Prices -- Mathematical models; Credit -- Mathematical models; Risk -- Mathematical models
Notes: Includes bibliographical references (p. [211]-219) and index.