Credit risk valuation
Subtitle: methods, models, and applications
By: Manuel Ammann
Edition: 2nd ed
Series: Springer finance
Publisher: Springer
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 255
Subjects: Credit ratings; Credit -- Management; Risk management
Notes: "Originally published as volume 470 in the series Lecture notes in economics and mathematical systems with the title Pricing derivative credit risk"--Verso t.p

Includes bibliographical references (p. [237]-246) and index