Credit risk pricing models
Subtitle: theory and practice
By: Bernd Schmid.
Contributors: Schmid, Bernd, 1970-
Edition: 2nd ed.
Series: Springer finance
Publisher: Springer
Published: 2004
Place of publication: Berlin; New York
Language: eng
Number of pages: 383
Subjects: Derivative securities -- Prices -- Mathematical models; Bonds -- Prices -- Mathematical models; Credit -- Management; Risk management
Notes: Includes bibliographical references (p. [233]-242) and index.
Rev. ed. of: Pricing credit linked financial instruments. Berlin ; New York : Springer, c2002.