by Domingo Tavella (Author), Domingo Tavella (Author), Tavella (Author)
This book provides readers with the theories and methodologies of credit risk and pricing of credit derivatives. Credit Derivativesalso includes detailed, practical implementations of these theories and methodologies to increase practitioners' knowledge of credit risk assessment and credit derivative pricing.
Format: Illustrated
Pages: 304
Edition: 1
Publisher: John Wiley & Sons
Published: 16 May 2002
ISBN 10: 0471394475
ISBN 13: 9780471394471